NaughtyPines

OPENING: /CL DEC 16TH 37/78.5 SHORT STRANGLE

NaughtyPines 업데이트됨   
MOEX:CL1!   None
... for a 2.00/contract credit.

Metrics:

Max Profit: $200/contract
Max Loss/Buying Power Effect: Undefined/$610
ROC: 32.8% ROC at max; 16.4% at 50% max
Break Evens: 36.80/78.70

Notes: A high probability of profit 2 standard deviation short strangle ... .
코멘트:
A bit of a roller coaster here and not for the feint of heart. Bit of intratrade drawdown on these on movement + vol expansion with this setup currently valued at 5.40, so that's bigger than a 2x. Nevertheless, going to stick it out since price is well clear of the short strikes, and this move/vol appears to be an outlier.
매매 수동청산:
Covering here for 1.30; .70 ($70) profit per contract.
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