iShares Russell 2000 ETF
已更新

OPENING: IWM DEC 9TH 108/111/123.5/126.5 IRON CONDOR

101
I slapped this one on rather hastily on Friday with the FBI "reopening-Clinton-email-investigation" volatility pop we had on Friday.

Unfortunately, I didn't get what I usually look for in these setups -- a credit of at least 1/3rd the width of the wings (I got it filled for .89 ($89) per contract), but could have done slightly better if I'd not been in such a hurry (looks like you could get .92 ($92) at the mid at the moment) (63% probability of profit; 92/contract max profit; 208/contract max loss/buying power effect; break evens at 110.08/124.42; delta -5.87).

I'll look to manage it at 50% max profit.
註釋
Will look to roll up the short put side tomorrow to the 20 delta strike (or as near as I can get) in the same expiry to delta balance.
註釋
Rolling the Dec 9th 108/111 put spread to the Dec 9th 116.5/119.5 for a .28 ($28)/contract credit.

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