Apple公司

Weekly Prediction 9-13 May Apple Iron Condor

189
Apple
9 - 13 May
The weekly VXAPL-> Volatility Index for APPLE
Implied = 39.02
In this we have to standard it for weekly session
39.02 / sqrt(52-> 52 weeks in a year) = 5.41%
My historical product is telling me with 1.5x coficient that the expected movement for this week
E Volatility = 39.39 / sqrt(52) = 5.46%

With this data, from my calculations, when EV > VIX, there were a 86.6% chance that the market
stay within the bottom and top created with the ranged from the E Vol

So for next week this range for us is going to be
TOP - 166
BOT - 149

Lets look into an iron condor oppotunity for trading:
165Call Sell - 167.5Call Buy
149Put sell - 147 Put buy

This is giving us at the current moment a 0.26 expectancy
So taking into account from 621weekly candles, that 82% of the times the market stay within our top/bot channel,
Our profit margin would be 82% * 0.26 - 18%*1 = 4.2ROI after 100 trades

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