NYMEX:CL1!   Light Crude Oil Futures
3
I shorted 32 day 45 put crude oil option for $0.45. There's 1000 barrels for every contract so that's $450/contract. It only requires $1,800 to establish this position so that is an immediate ROI of 25% with over a 6% margin of error. This had a delta of .83 when opened.

Good numbers.
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