Metrics:
Rank/Implied: 9/96
Short Straddle Price/Stock Price Ratio: .257/25.7%
Max Profit: 1.70 ($170)/contract; .85 ($85) profit at 50% max
Max Loss: Undefined
Break Evens: 23.30 on the put side (2 times the expected); 51.70 on the call (>2 times the expected)
Delta/Theta: -1.67/5.90
Defined Risk Alternatives:
September 18th 20/25/50/55 iron condor, paying 1.03 (.51/$51 profit at 50% max), with break evens at 23.97/51.03, nearly 2 times the expected on the put side, > 2 times the expected on the call.
September 18th 20/35/35/50 iron fly, paying 7.73 (1.93/$193 profit at 25% max), with expected move break evens at 27.27/42.73.
Comments: High background implied at 96 with the at-the-money short straddle paying 25.7% of the stock price. Announces Friday before market open, so look to put on a play in the waning hours of Thursday's session.
Rank/Implied: 9/96
Short Straddle Price/Stock Price Ratio: .257/25.7%
Max Profit: 1.70 ($170)/contract; .85 ($85) profit at 50% max
Max Loss: Undefined
Break Evens: 23.30 on the put side (2 times the expected); 51.70 on the call (>2 times the expected)
Delta/Theta: -1.67/5.90
Defined Risk Alternatives:
September 18th 20/25/50/55 iron condor, paying 1.03 (.51/$51 profit at 50% max), with break evens at 23.97/51.03, nearly 2 times the expected on the put side, > 2 times the expected on the call.
September 18th 20/35/35/50 iron fly, paying 7.73 (1.93/$193 profit at 25% max), with expected move break evens at 27.27/42.73.
Comments: High background implied at 96 with the at-the-money short straddle paying 25.7% of the stock price. Announces Friday before market open, so look to put on a play in the waning hours of Thursday's session.
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Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.