Acorn Update: SPY Straddle: Roll 12

Our hedge against a breakdown in the crowded dispersion trade

Jul 10, 2024

∙ Paid

July expiry is now just over a week away. Time to roll our SPY 0.00%↑ straddle. The new strikes are at $556 with maturity moved out to the August 16th monthly.

I am really happy with the way that this hedge a…

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