Description
⋅ ... for a 64.51 debit.
Comments: IV of 32.3%.
Selling the -75 call against a one lot of stock to emulate a 25 delta short put with built-in short call defense.
Metrics:
Cost Basis in Stock/Break Even/BPE: 64.51/share
Max Profit: 1.49
ROC at Max: 2.31%
ROC at 50% max: 1.15%