Snoopy-Typing-Away-1-CVV14J0D95-1024x768

Screen Shot 2015-09-15 at 6.18.17 AM

This is the position as of last Friday, which I didn’t have time to post due to my two assignments. You can see that over the w/e, although nothing much changed in the way of price, the positions re-priced and the loss narrowed.

Screen Shot 2015-09-15 at 6.13.18 AM

This is due to two factors: repricing of theta and vega. Both make quite a [substantial] difference.

And at market close:

Screen Shot 2015-09-15 at 3.41.17 PM

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