Share this postBlind Squirrel MacroAcorn Update: SPY Straddle: Roll 2Copy linkFacebookEmailNotesMoreLive Acorn UpdatesAcorn Update: SPY Straddle: Roll 2Our hedge against a breakdown in the crowded dispersion tradeMar 21, 2024∙ PaidShare this postBlind Squirrel MacroAcorn Update: SPY Straddle: Roll 2Copy linkFacebookEmailNotesMoreShareUpdate 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 posi…This post is for paid subscribersSubscribeAlready a paid subscriber? Sign inPreviousNext