Opening (Margin): /MES February 17th 3590/4160 Short Strangle

33
... for a 46.00 credit.

Comments: Additive delta balancing. $230 max on buying power effect of $790. 29.1% ROC as a function of buying power effect at max; 14.6% at 50% max. Total credits collected off $478.75.

Will look to mix and match profitable call with profitable put and/or take the entire cannoli off in profit.

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