sell 4 pbr 12 oct 11 call sell 4 pbr 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
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
Earnings season is imminent here for most companies. A few of the industrials have been reporting recently too. I decided I'd throw a little premium on in here. -1 Sep21 $75 straddle for $3.43 cr. Risk: 1.5-2x credit received Profit: 25-30% of credit received. If we get a down move, I may just take the call off and then roll out the put. We'll see how this...
No clue where SNAP is heading, but it is going to be a big move either way. Even with high IV the move will likely be great enough to be worth the straddle.
sell 1 XLI 21 sep 76 call sell 1 XLI 21 sep 76 put credit received 3.19 theta 3.16 delta 0.41 probability of profit 53% initial margin 1,519.18 looking to manage at 25% credit received
There is no real clear price action direction, this chart has even room to run in both directions, and the 'IVR is high which makes it a good candidate for a short premium trade. I am selling a straddle as I can collect 10% of the underlying in premium in just 46 days.
Short-term call? After a quick drop and sharp earnings reversal, Citigroup seems to be ready to break out of the "Head and Shoulders" pattern it has been setting for a year. In the past two years especially, the second half of the year has typically been a boon to the Financial Sector. Due to the lack of resistance, if Citigroup does resume it's trend, it's clear...
Nvidia has seen massive growth in the past year. They will be announcing Q1 earnings next Thursday (May 10) after close. Expectations are very, very high, and the run up to the earnings call can be explosive, as well. However, with expectations so high, it also becomes more risky to hold a position through earnings (EPS estimate is almost double that of Q1 2017,...
A test trade using a very short term options contract (Expires this Friday) and a neutral straddle strategy. Last week saw the return of the Trump jitters, as the world braced for a new trade war. Rising interest rate prospects were also raining on the parade in the UK and US as it looks like the easy money party was ending and the Federal Reserve (as well as...
THE DAWN OF ASSET MANAGERS As discussed towards the end of last year, 2018 should be the year of the brokers and asset managers (please watch related ideas below). In this context, and with a dividend yield of 6.36%, BX is probably one of the best asset management pure-plays out there. The trend has been strong on all time frames and the stock is attempting a...
EUR/USD News trading Straddle strategy on Nadex Limit positions placed at 11PM U.K time (21/08/2017) All positions were initiated overnight. All contracts expire 3PM EST (8PM UK Time) Binary Buy > 1.1880 @8.00 Risk $8.00 TP: 55.00 Spread Buy 1.1810 - 1.2060 @1.1830 Risk $20.00 TP: 1.1885 Spread Sell 1.1560 - 1.1810 @1.1794 Risk $16.00 TP: 1.1735 Binary Sell >...
I acquired 2 lots of INTC from selling the 35 & 36 covered calls back in June (the calls expired). With call premium this was a 34.66 cost basis on 2 lots of INTC On Jul 27 for playing earnings, I sold the 35 straddle for 166 credit, for breakevens at 33.34 & 36.66 1 lot of stock was called away at 35 yesterday right at the breakeven. (Costs another $15 for...
T stock has earnings July 25 after the bell and the current implied volatility is inflated. Can current stock owners profit from selling premium before earnings? What if the investor is willing to acquire more shares if the stock falls to the put strike and willing to sell shares held if the stock price rises to the call strike? Last price of of 36.52 Implied...
After some negative news about bribery in the government the Brazil's ETF (EWZ) got killed at the open with a 18% down move. With the Implied volatility rank of the stock at the high's of the last 52 weeks(100%) it means that buying options is going to be expensive, in other words we are going to be selling overpriced options. Betting that this is an over...
The current dividend yield on Royal Dutch Shell is 7.22% - Some of the highest yields out there. Combining this with a similar yield on the 7% OTM put, and topping it off with additional income from selling an OTM call, brings in an exceptional annualized yield in excess of 15%. The risk is to be long an oil asset in an uncertain oil environment. However, this is...
With 32 days to expiration and a 42 IV rank I Sold the 39.5 Straddle and bought the 38.5 Put, now If the price corrects down we don't have any risk to the downside. The Trade: Short 39.5 Call Short 39.5 Put Long 38.5 Put Total credit of 1.15 per contract. 70.5% probability of profit
I didn't have any positions on EFA and With IV Rank at 47, I wanted to sell some premium. We are out of the ideal 45 days expiration window and since my portfolio theta is pretty low right now I decided to do laddered straddles. Selling the 62 Straddle with 32 days to expiration and another one with 60 days to expiration. This will give us an avg date of...