tag:blogger.com,1999:blog-36416867.post2133880135377896595..comments2009-07-15T20:09:45.291-04:00Trading Goddesshttp://www.blogger.com/profile/07054262886223497816noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-36416867.post-11572079753273245992009-07-15T20:09:45.291-04:002009-07-15T20:09:45.291-04:00Hi Joe,<br /><br />As long as we stay in this range I just watch them deteriorate, once that happens I will take profits.<br /><br />Finding shares to short was difficult, it took me a couple of weeks before I could locate shares to short on both sides at the same time - and I wasn&#39;t just trying TNA TZA. Scottrade and Ameritrade.Leonard The Monkeyhttp://www.blogger.com/profile/06610346821884952287noreply@blogger.comtag:blogger.com,1999:blog-36416867.post-4531825099566749652009-07-14T23:35:55.083-04:002009-07-14T23:35:55.083-04:00Yes, but you have to rebalance it often (esp when it gets out of kilter by much), else you are no longer delta neutral.<br /><br />Also, where can you find shares to short (what brokerage)??<br /><br />--joesnoopyjchttp://www.blogger.com/profile/07908359729684718758noreply@blogger.com