With a six-month implied volatility percentile of 76 and a background implied volatility of 37, throwing a touch of "Brazilian" on here ... .
Metrics:
Max Profit: 247/contract Max Loss: 253/contract Break Evens: 34.53/39.47 Theta: 1.77 Delta: -.29
Notes: Will look to manage this at 25% max ... .
Order cancelled
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Totally overlooked the fact that the market is closed tomorrow (Friday). Weird stuff can happen over these three-day'ers, so will look at possibly doing this next week if the vol's still there.