ES S&P 500 - Short PUT

٢٤ أبريل ٢٠١٧

After French elections, the ES has gapped up this day. We have a bullish signal, so I sell Short PUTS to 2190 Strike (Delta 10). Volatility has fallen and is low at the moment, so check for increasing volas in the next days.

Trade: Symbol ES, June Future
Duration: 53 days
Strike: 2190 (Delta 10)