iShares Inc iShares MSCI Brazil ETFTelah dikemas kini OPENING: EWZ JUNE 21ST 34.5/37.5/44/47 IRON CONDOR
... for a 1.04/contract credit.
With implied volatility fairly low across the board, going small, defined in the exchange-traded fund with the highest background implied volatility on the board (30.9%) to keep powder dry for something sexier to come along ... . Shorts nearest the 25 delta strike, longs nearest the 10 with slightly more than one-third the width of the wings collected. Shooting for that ol' 50% max. Go 37.5/44 short strange in June, and you'll collect 1.60 or so.
Metrics:
Max Profit: 1.04 ($104)/contract
Max Loss: 1.96 ($196/contract)
Break Evens: 36.46/45.04
Delta/Theta: -2.36/1.18
With implied volatility fairly low across the board, going small, defined in the exchange-traded fund with the highest background implied volatility on the board (30.9%) to keep powder dry for something sexier to come along ... . Shorts nearest the 25 delta strike, longs nearest the 10 with slightly more than one-third the width of the wings collected. Shooting for that ol' 50% max. Go 37.5/44 short strange in June, and you'll collect 1.60 or so.
Metrics:
Max Profit: 1.04 ($104)/contract
Max Loss: 1.96 ($196/contract)
Break Evens: 36.46/45.04
Delta/Theta: -2.36/1.18
Dagangan aktif
Closed the 44 short calls for .15/contract debit (the 47's appear no bid) and then sold the 41/44's against for a .53/contract credit on call side approaching worthless; scratch at 1.04 - .15 + .53 = 1.42.Dagangan aktif
Rolling the call side down on approaching worthless to the 37.5/40.5 for a .72/contract credit; scratch at 2.14.Dagangan ditutup secara manual
Although this trade could've still worked out, it's basically a broken setup, so taking the opportunity to take it off here for a small loss -- covering for 2.37, a loss of .23/$23.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.