NaughtyPines

OPENING: TWTR OCT 19TH 31/41 SHORT STRANGLE

NaughtyPines 已更新   
NYSE:TWTR   推特公司
... for a 1.13/contract credit.

Probability of Profit: 71%
Max Loss/Buying Power Effect: Undefined/3.62/contract
Max Profit: 1.13/contract
Break Evens: 29.87/42.13
Theta: 2.88
Delta: -3.49

Notes: Post-earnings, still some decent premium to be had here (30-day at 40.3%). Take profit at 50%/manage at skew out to +/- 30 delta.
交易开始:
Rolling the 41 short call down to the 37 intraexpiry for a .52/contract credit; scratch at 1.65; delta at 9.88.
交易开始:
Rolling the 37 short call down to the 33 short call for a .77/contract credit; scratch at 2.42.
交易开始:
Rolled the 33 short call down to the 31 for a .50 credit, resulting in a 31 short straddle with a scratch point of 2.92.
交易手动结束:
With 22 DTE to go, covered today for a 2.64 (.28/contract winner), as I didn't want to roll over earnings, which are in 28 days.
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