Tale of Two Double Diagonals
Once upon a time, there were two double diagonal spreads on SPX. Contents One looked like this: Which was initiated on December 6, 2024, through this order: Buy one December 30 SPX 6125 call @ $42.20Sell one December 27 SPX 6120 call @ $41.50Sell one December 27 SPX 6055 put @ $36.99Buy one December 30 SPX … Read more