7d (edited) • General discussion
Weekly update 6/26/2026
Current beta weighted risk is 3.9 against the SPX. Overall theta on futures is 92.4. SPX beta weighted risk ~$28,680. All else being equal, this represents $2,772 every 30 days due to theta decay ~9.7% monthly. Beta weighted portfolio values is approaching 2 times the futures value demonstrating some risk on the upward trend to the portfolio ($18,181.87). The attached graph shows the current stress test with losses beginning at /ES price of $5,675 and $8,519 by 7/18/2026.
MGM announced recently that People Inc offered $48.30/share for the company. LEAPs Strangle initiated on this position, if this deal goes through at that price between the previous LEAPS position and this one, the total return for this position will be approximately $2,276 in a matter of months 4% return of the overall account. The current liquidity risk is $45, with losses starting around $42/share in the next week. A risk profile chart is included.
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Weekly update 6/26/2026
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