OPENING: XOP DEC 15TH 32/34/40/42 IRON CONDOR

От NaughtyPines
Обновлено
... for a .49 ($49)/contract credit.

Metrics:

Probability of Profit: 63%
Max Profit: 49/contract
Max Loss: 151/contract
Breakevens: 33.51/40.49
Delta: 1.64
Theta: .99

Notes: Going small, defined, neutral assumption here, since the implied volatility isn't as high as I would like. Shooting for 50% max ... . The full on naked 34/40 in the same expiry currently goes for .82.
Сделка активна
Rolling the 40/42 down to the 37/39 to delta balance for a .23/contract credit. Scratch point at .72.
Сделка закрыта вручную
Covering for a .66 db here with 23 DTE, so basically a scratch. Thing gave me nothing but put side trouble from the get-go ... .
Beyond Technical AnalysisironcondoroptionsstrategiesXOP

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