DefineRisk

BTC Short Strangle

DefineRisk 업데이트됨   
DERIBIT:BTCUSD.P   BTC Perpetual Futures Contract
Short 1/31 8500 Call
+.25 Delta
+.0280 Credit

Short 1/31 6000 Put
-.20 Delta
+.0265 Credit

Margin Requirement: .2 BTC
Credit Received: .0545 BTC
Profit Target: .02725 BTC
Expected Move: +/- $1200

End up with a slightly short portfolio delta, essentially delta neutral.
Generate over $10 daily positive theta.

Look to close at 50% max profit (credit received).

Manage at 21 DTE.
거래청산: 타겟 닿음:
Buy back 6000P for 0.010
Buy back 8500C for 0.016
Net profit: 0.0285 for 52.3% max profit and 14.25% ROC

Considering rolling out to FEB but with vol so low and potential upside catalyst with halving, the juice might not be worth the squeeze.

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