Share this postAcorn Update: SPY Straddle: Roll 2www.blindsquirrelmacro.comCopy linkFacebookEmailNoteOtherLive Acorn UpdatesAcorn Update: SPY Straddle: Roll 2Our hedge against a breakdown in the crowded dispersion tradeMar 21, 2024∙ PaidShare this postAcorn Update: SPY Straddle: Roll 2www.blindsquirrelmacro.comCopy linkFacebookEmailNoteOtherShareUpdate as of market close on March 22nd.We are staying with the April 19th expiry but moving the strikes back ‘to the money’ ($512 strikes). The roll is a net credit of $2.675.Old position:New position (click image below for worksheet):This post is for paid subscribersSubscribeAlready a paid subscriber? Sign inPreviousNext