... for a 3.09/contract debit.
Metrics:
Max Loss/Buying Power Effect on Setup: $309
Max Profit on Setup: $141
Break Even on Setup: 21.09 vs. 20.71 spot
Debit Paid to Spread Width Ratio: 68.7
Delta: 37.91
Theta: .61
Notes: The front month short doesn't pay for all of the extrinsic in the back month long (which is generally why you want your break even to be at or below spot), but I'm somewhat fine with that given the debit paid to spread width ratio.
On a side note: I'm getting into quite a bit of long delta here, so will have to look for opportunities to add short delta, either on a per instrument basis or via a broad market short delta setup ... .
Metrics:
Max Loss/Buying Power Effect on Setup: $309
Max Profit on Setup: $141
Break Even on Setup: 21.09 vs. 20.71 spot
Debit Paid to Spread Width Ratio: 68.7
Delta: 37.91
Theta: .61
Notes: The front month short doesn't pay for all of the extrinsic in the back month long (which is generally why you want your break even to be at or below spot), but I'm somewhat fine with that given the debit paid to spread width ratio.
On a side note: I'm getting into quite a bit of long delta here, so will have to look for opportunities to add short delta, either on a per instrument basis or via a broad market short delta setup ... .
交易進行
Mmm. Missing a roll here ... . On 1/9, rolled the 2/22 22.5 short call to the 3/15 22 for a .36 credit; scratch point at 2.73.手動結束交易
Covering here on this short call breaking up move for a 3.41/contract credit; .68 ($68) profit/contract; 22% ROC.
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