I would like to know how to find the premiums of open positions in my strategy. My exact idea of building strategy is… I will take entry conditions and take entry with 2 short positions.1 call and 1 put… Now I want to continously repair them, whenever there is more than half difference between them. Like (140 & 70). So the adjusted position should square off 70 and fetch a premium near to 140 and should continue… This adjustment should do Continously whenever the criteria is met… So could someone help me to finish this strategy…
Thanks in advance…