Indices booked 3rd 1.5%+ up day. The short squeeze continued. S&P has gained more than 5% in last 7 trading days. It only occurred 36 times in the last 60 years. It should qualify as a dark grey swan at least. Many people think that's enough for the upside. But we will never know. There was 7 continued up days last Oct as I remember.
Couple of my calls in SPY are threatened too. I closed more puts and calls in RUT. Sold two SPX bear call for March 5. I have been watching my margin closely. I don't want to over extend it. I have learned my lessons in last August and Oct. It can hit you in both ways.
Risk factors improved somewhat. Marin is up to 46% of net liq. Leverage is at 39. I have several RUT positions ITM need to be rolled over tomorrow. It's going to be a battle since I have a set of 1070 RUT puts spreads is deep ITM as the current price is at 1011 only. I need to think different options for this position.
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