... for a 10.20 credit.
Comments: High IVR/IV >21. Hesitant to add more long delta here, so going delta neutral in SPX and structuring the trade such that I receive one-third the width of the wings (30) in credit.
Metrics:
Buying Power Effect: 19.80
Max Profit: 10.20
ROC at Max: 51.52%
50% Max: 5.10
ROC at 50% Max: 25.8%
Will generally look to take profit at 50% max, rolling down oppositional side on side test, but won't hesitate to take profit quickly if IV crushes in dramatically post "Liberation Day."
Comments: High IVR/IV >21. Hesitant to add more long delta here, so going delta neutral in SPX and structuring the trade such that I receive one-third the width of the wings (30) in credit.
Metrics:
Buying Power Effect: 19.80
Max Profit: 10.20
ROC at Max: 51.52%
50% Max: 5.10
ROC at 50% Max: 25.8%
Will generally look to take profit at 50% max, rolling down oppositional side on side test, but won't hesitate to take profit quickly if IV crushes in dramatically post "Liberation Day."
手動結束交易
Closed for a 9.65 debit; .55 ($55) profit. 免責聲明
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免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
