Comments: High IVR/IV (77.6/43.3). Selling the -75 call against long stock to emulate the delta metrics of a 25 delta short put, but with the built-in defense of the short call.
Metrics:
Break Even/Buying Power Effect: 36.93 Max Profit: 1.07 ($107) ROC at Max: 2.90% 50% Max: .54 ROC at 50% Max: 1.45%
交易结束:到达目标
Hit 50% max today, closing for a 37.47 credit. .54 ($54) profit/contract; 1.46% ROC.