Recent content by pawelz

Hi, I sell 1700 put/2000 call strangle on the Polish WIG20 blue-chip index, currently @ 1850. I have been doing this for some time, and never really came into a situation where I would have to worry about adjusting the position - both legs normally expired worthless and I just cashed the whole...

Hi, I have short strangle positions in WIG20 index options. Thinking of a back-up plan in the case of the index breaking either of the strangle strikes, I was considering buying futures with the same expiration date as options. Normally, with share options, taking long/short position in the...