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IV rank a little high on this
max risk is the debit until the front month expiration
debit 2.36
Theta 3.54
Underlying price when opened 173.20
Upper and Lower expected move 167.70 176.90
break evens 167 and 180 gives a little more room above
With the break even points being clearly outside of the expected move (per implied volatilty which...
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Trying out this strategy for earnings tomorrow, when sets up with good IV spread the crush should profit what is typically considered a bought spread.
Direction is not an issue, only that the break-even points are outside of recent earnings moves. This setup goes as wide as possible without letting the belly of the profit/loss go below the...
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Been meaning to try one of these . .
Debit 2.46 ($246.00)
Theta 1.66
Delta 1.49
IV 10 IVR 12%
Break-Even / Scratch 266.60 and 253.20 (13.40 profit range)
SPY spot 259.97 Will set this to close at 10% -$25/contract (this is one)
- If SPY sits as still as it has today will let it go to more profit Shorts are 23DTE
and at that time...
