Rolling (IRA): IWM July 30th 205 Short Put to August 20th 205
... for a 1.06 credit.
Notes: If you get the opportunity, roll in weakness/higher implied volatility, which I'm doing here with the July 30th 205 at >50% max. Total credits collected of 4.66 (See Post Below) + 1.06 = 5.72 versus a short put value of 1.87, so I've realized gains of 3.85 so far.
Notes: If you get the opportunity, roll in weakness/higher implied volatility, which I'm doing here with the July 30th 205 at >50% max. Total credits collected of 4.66 (See Post Below) + 1.06 = 5.72 versus a short put value of 1.87, so I've realized gains of 3.85 so far.
Komen:
I'm showing the August 20th 205 Short Put at the 200 just so that the two lines aren't on top of each other ... .
