Monday, November 8, 2010

Post-QE2 Options Results: Spectacular for XLF and Goldcorp

Here are the current results of our straddles from just before QE2:



Top performer is XLF (financials), at +134%, followed by GG (Goldcorp) at +50%.

The only slight loser is FXY (Yen) at -12%.

Computed with StraddlesCalc Tool


Banks and gold are clearly the benrficiariers of the Fed's actions. This is XLF for the last 10 days:

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