OPENING: QQQ JAN 17TH 162/2X215 RATIO'D SHORT STRANGLE
... for a 4.00/contract credit.
Max Profit: $400/contract ($200 at 50 max)
Max Loss/Buying Power Effect: Undefined/$3760 on margin
Break Evens: 157.99/217.01
Delta/Theta: .14/4.16
Notes: Doing short calls 2 to 1 to accommodate skew with the puts at the 16 deltas, the calls at the 8's ... .
Max Profit: $400/contract ($200 at 50 max)
Max Loss/Buying Power Effect: Undefined/$3760 on margin
Break Evens: 157.99/217.01
Delta/Theta: .14/4.16
Notes: Doing short calls 2 to 1 to accommodate skew with the puts at the 16 deltas, the calls at the 8's ... .
评论:
With September opex coming up, checking on setups just to see what adjustments, if any need to be done. Here, the setup's currently valued at 2.87 with a net delta of -7.45. Given price's relationship to the short strikes, just going to leave it alone for now.
交易手动结束:
Closing here for 2.70/1.30 ($130) profit with 116 days to go. (Approximately 33% max).