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Webpercentage of risk for the portfolio as evidenced by its high percent-age of the portfolio’s total EC. Setting Limit Levels An effective limit system sets limits around EC at three differ-ent levels of the portfolio. 1. A limit is set on the overall EC level consumed by the credit portfolio. This is a very top-down type of limit and is WebFeb 11, 2024 · Well, let’s suppose you were buying one-year, 10% OTM puts on the S&P 500 ETF (SPY) to protect your portfolio. In December 2024 when the VIX was around 9.50, and the SPY was $268, a one-year (Dec 2024) $241 put (10% OTM) cost $6.85. Let’s put that in context. It cost $685 to protect 100 shares of SPY or $26,800. dfw to united states
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