RELCAP Theta Decay Trade

Sell 810 CE at 7.85
Sell 740 PE at 1.5
Net Premium 14,025
2 days to expiry

评论:

Breakeven points are 730 and 818

评论:

RELCAP was in FO ban on 29-Aug. Let's wait and see if it comes out of ban today

评论:

810 CE is at 5.45
740 PE is at 2.50
Net Premium 11,925