Stock / Symbol: iShares Russell 2000 Index / IWM; Option Strategy: [private_monthly]double calendar[/private_monthly]; Price at trade post: $103.70; Reasoning: Putting on a [private_monthly]double calendar[/private_monthly] on IWM with the long legs expiring on the 4th week of March. The Greeks on this trade are: -1.6 delta, 0.9 theta, and -3 vega. We’ll look to adjust or […]
