open 4 pbr 12 oct straddle

Petroleo Brasileiro S.A.- PetrobrasNYSE

Description

⋅ Sep 9, 2018 10:20 PM

sell 4 pbr 3.86% 12 oct 11 call
sell 4 pbr 3.86% 12 oct 11 put
credit received 7.83
theta 11.17
delta -0.41
probability of profit 57%
initial margin 872.14
looking to manage at 25 credit received