Here's a setup:
NKE 58/67 Feb 12th short strangle
Max Profit: 1.07 credit ($107/contract)
Break Evens: 56.93/68.07
Notes: I ordinarily only want to enter a short strangle when the implied rank exceeds 70%. However, my guess is that the split may have affected the 52-week vol stat (don't quote me on that), so I'm willing to play it even though its isn't above the 70th percentile ... . That being said, we've got upon us, so I'll have to look at it again at market open, see what buying power I have available, and make a decision as to whether I want to enter a 45 DTE setup here or not.