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@macro
Macro Trader
@macro
Trader
SLV
The CS F70/G75 is deterioring (-108) but vol still quite high. At this point a more serious position would be to try to get short vol & delta neutral. I'd add 1 share short at 65.615 giving Delta 1, Gamma 1, Vega -3.84, Theta -5.64
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Dec 31, 2025 · 04:02 PM · 17 views
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@macro
Macro Trader
@macro · Jan 04, 2026 · 04:45 AM
Trader
SLV
Nothing new on this end... last close at -105.355 including the short hedge. The position doesn't have crazy greek, but there is a nice negative time value with the short far leg
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