... for a 2.55/contract debit.
Metrics:
Max Loss on Fill: $255
Max Profit on Fill/ROC% at Max: $45 (17.6% at Max)
Break Even: 6.55
Debit Paid to Spread Width Ratio: 85%
Delta/Theta: 47.07/.53
Notes: A small, bullish assumption trade in Ford in one of my favorite synthetic covered call setups. The debit paid to spread width ratio isn't what I generally like to see out of these, with 75% or less being ideal, but part of that has to do with the shorter duration of the front month (31 days 'til expiry) than I would ordinarily go, so I'm fine with that. As with a covered call, look to roll out the call side on approaching worthless with max being realized on a finish above your short call strike. The take profit is subjective, but I usually like to start out with a take profit at max (here, 3.00 -- the width of the diagonal) and then reduce that target with credits received on roll of the short call (e.g., if you receive a .25 credit on roll, reduce your take profit to 2.75).
Metrics:
Max Loss on Fill: $255
Max Profit on Fill/ROC% at Max: $45 (17.6% at Max)
Break Even: 6.55
Debit Paid to Spread Width Ratio: 85%
Delta/Theta: 47.07/.53
Notes: A small, bullish assumption trade in Ford in one of my favorite synthetic covered call setups. The debit paid to spread width ratio isn't what I generally like to see out of these, with 75% or less being ideal, but part of that has to do with the shorter duration of the front month (31 days 'til expiry) than I would ordinarily go, so I'm fine with that. As with a covered call, look to roll out the call side on approaching worthless with max being realized on a finish above your short call strike. The take profit is subjective, but I usually like to start out with a take profit at max (here, 3.00 -- the width of the diagonal) and then reduce that target with credits received on roll of the short call (e.g., if you receive a .25 credit on roll, reduce your take profit to 2.75).
액티브 트레이드
Rolled the August 7 out to September for a .16/contract credit. It's naturally not much in objective terms, but as a percentage of the BP deployed, it's significant -- .17/2.55 = 6.7%. In any event, cost basis of 2.38 with a max profit metric now of .62 ($62)/contract.매매 수동청산
Taking profit here and closing for 2.74. 2.74 - 2.38 scratch point = .46 ($46) profit/contract, 19.3% ROC as a function of cost basis.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.