25/24 36/38 January Condor

2015년 12월 11일

High volatility with ER on January 2nd.

2015년 12월 15일

노트

The consensus for ER is Feb 1st.
My order is for the options on Feb 19th.
The IV vs their Delta are very attractive. I have opened two different orders and I will actively manage the position if delta goes over 0.5 for either of the wings