Opening (IRA): PYPL February 21st 77.5/82.5/97/102 Iron Condor

3 thg 2

... for a 1.66 credit.

Comments: Earnings announcement volatility contraction play.

Metrics:

Max Profit: 1.66
Buying Power Effect: 3.34
ROC at Max: 49.70%
50% Max: .84
ROC at 50% Max: 24.85%

4 thg 2

Ghi chú

Rolled the -97C/77.5P down to the -84C/65P for a 2.07 credit; 3.73 total credits collected.

5 thg 2

Ghi chú

Rolled out to the March 21st 60/80/80/100 for a 1.42 credit; 5.15 net credits received.

7 thg 2

Ghi chú

Inverting a smidge to keep the setup "delta happy." Rolling the 80/100 down to the 77.5/97.5 for a 1.11 credit; 6.26 collected on a 2.5 wide inversion. Will ideally uninvert if I get a move back to 80-ish.

10 thg 2

Ghi chú

Uninverting on this move back between the short option strikes, rolling the -77.5C/-80P to the -77.5P/-80C for a 2.54 debit; 3.72 net credits collected.

11 thg 2

Ghi chú

Back to an iron fly: rolling the 80/97.5 short call vertical down to the 77.5/95 for a .92 credit; 4.54 net credits collected.

24 thg 2

Ghi chú

Inverting ... . Rolling the 77.5/95 short call vertical down to the 75/92.5 for a 96 credit; 5.60 credits collected on a 2 1/2 wide inversion.

25 thg 2

Ghi chú

Uninverting the -75C/-77.5P to the -75P/-77.5C for a 2.58 debit; 3.02 net credits collected.

26 thg 2

Ghi chú

Rolling the -77.5C/92.5C to the -75C/90C for an .89 credit. 3.91 net credits collected.

27 thg 2

Ghi chú

Staying mechanical here, rolling out to the April 17th at approximately 21 DTE for a 1.41 credit; 5.32 net credits collected.

1 thg 3

Ghi chú

Late post: Rolled the 75/90 down to the 72.5/87.5 for a .76 credit; 6.08 credits collected on a 2.5 wide inversion.

4 thg 3

Ghi chú

Rolled the 72.5/87.5 down to the 70/85 for a .75 credit; 6.83 collected on a 5-wide inversion.

6 thg 3

Ghi chú

(Late Post). Uninverted for a 5.08 debit; 1.77 net credits received.

10 thg 3

Ghi chú

Rolled the 85/75 short call vertical aspect down to the 82.5/72.5 for a .49 credit; 2.26 net credits collected.

19 thg 3

Ghi chú

Rolled out to the May 16th 60/70/75/82.5 for a 1.57 credit; 3.83 net credits collected, delta/theta 6.66/5.05. It's marking at 5.05 relative to my scratch point at 3.83, so it's still net-net under water by 1.22.

28 thg 3

Ghi chú

Rolled the (should've been) 75/92.5 down to the 72.5/90 for a .59 credit; 4.42 net credits collected.

31 thg 3

Ghi chú

Rolled the 72.5/90 down to the 70/87.5 for a .52 credit; 4.94 total credits collected.

4 thg 4

Giao dịch được đóng thủ công

Going flat equities in this bloodbath ... . Closed for a 9.21 debit; 4.27 loser.