I had to fiddle a bit with the expiration and the strikes to get what I wanted, but the metrics are basically the same as outlined in the post below..
Got it filled for a 1.03 credit ($103/contract).
Notes: Looking for NKE's implied volatility to contract post-earnings, as well as for price to stay between my short strikes.
Got it filled for a 1.03 credit ($103/contract).
Notes: Looking for NKE's implied volatility to contract post-earnings, as well as for price to stay between my short strikes.
Comment:
Looking good post-announcement. NKE down 1.40-ish to 63.50 or so -- well within my short strikes for now.
