... for a 36.93 debit.
Comments: High IVR/IV (77.6/43.3). Selling the -75 call against long stock to emulate the delta metrics of a 25 delta short put, but with the built-in defense of the short call.
Metrics:
Break Even/Buying Power Effect: 36.93
Max Profit: 1.07 ($107)
ROC at Max: 2.90%
50% Max: .54
ROC at 50% Max: 1.45%