Thursday, March 4, 2010

04-03-2010

-No change in positions.

-Market closed Flat.

-Gained on Theta
-Increase in Volatility today, hence lost on Vega
-Delay in Beta gains. Gained on Stock Futures M2M (almost 3-5% rise on all3 stock futures). - Almost 40k up on unrealized PnL.

-An OK day with lots of action in the market but nothing to do (which is good).

-Saw a good Resistance at 5085 today, but does look like it can be easily breached.

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