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NaughtyPines
12 ธันวา 2016 เวลา 18 นาฬิกา 41 นาที

OPENING: EWZ JAN 13TH 29/32.5/32.5/36 IRON FLY 

iShares Inc iShares MSCI Brazil ETFArca

คำอธิบาย

Go where the volatility takes you, I say. Layering on a bit more EWZ fly here, this time in the Jan 13th expiry.

Metrics:

Probability of Profit: 42%
Max Profit: 214/contract
Max Loss: 136/contract
Break Evens: 30.36/34.64

Notes: You know the drill ... . Will look to take this off at 25% max profit.

ความคิดเห็น

Covering here for a 1.71 db (in total). I couldn't get a fill to take off the entire setup, so I had to leg out, closing the 32.5/32.5 short straddle first, the 29/36 long strangle after. $31 net profit/contract after fees/comms. A bit short of 25% max, but with 17 DTE, figured I'd take profit here.
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