Now the interesting bit - instead of selling the 6800PUT at the market, we decided to use that for a marry trade. We bought a CFD at 6817 and then sold a call at 6800. Only problem is SAXO does not recognise this as a married trade and have upped the utilised margin to 50%.
If we go down from here, CFD starts loosing big time, but you are covered with a PUT at 6800 and also the sold CALL will start winning.
Future trade will now be performed at either 6750 or 6850, whichever level comes first.
At 6850, we will roll the 6900 CALL above and check to see delta on 6700 PUT.
At 6750, we will roll the 6700 PUT below and check to see delta on 6900 CALL.