... for a 2.42 credit.
Comments: Adding rungs to my QQQ where I can, targeting the <16 delta strike paying around 1% of the strike price in credit. There is no April yet, so going with the quarterly.
Ordinarily, I would go with the shortest duration contract of around 45 days' duration, but that would be the January 27th, where the <16 delta strike at the 250 is paying 2.33 (i.e., <1% of the strike price in credit). Similarly, the SPY January 27th 360 (currently 15.6 delta) is paying 3.15; the IWM January 27th 160 (currently 14.1 delta) is paying 1.43. Consequently, I'm going with longer duration for the moment, although there's nothing to prevent one from selling higher, more aggressive shorter duration delta to get paid.
Comments: Adding rungs to my QQQ where I can, targeting the <16 delta strike paying around 1% of the strike price in credit. There is no April yet, so going with the quarterly.
Ordinarily, I would go with the shortest duration contract of around 45 days' duration, but that would be the January 27th, where the <16 delta strike at the 250 is paying 2.33 (i.e., <1% of the strike price in credit). Similarly, the SPY January 27th 360 (currently 15.6 delta) is paying 3.15; the IWM January 27th 160 (currently 14.1 delta) is paying 1.43. Consequently, I'm going with longer duration for the moment, although there's nothing to prevent one from selling higher, more aggressive shorter duration delta to get paid.
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Out today for >50% max with this vol crush. Opened for a 2.42 credit; closed for a 1.01 debit. 1.31 ($131) profit.
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.