Wednesday, January 27, 2010

Tempur Pedic (TPX) - Update on Straddle Sale

TPX is trading 24.40. The LIVEVOL™ Pro Summary is below.

You can read the first blog: HERE.

The straddles were sold @ 3.90 originally. Here is the image of the old trades (click to enlarge): You can also the ale was 56 vol.

Now the fair value of the straddles is ~0.725 + 1.40 = 2.125. You can see the Options Tab snapshot below (click to enlarge): The gain so far is 100*3800*($3.90-$2.125) = $674,500.

Legal Stuff:

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