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
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
