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NaughtyPines
2016年5月22日午後5時3分

TRADE IDEA: BBY JUNE 3RD 29.5/35 SHORT STRANGLE 

Best Buy Co., Inc.NYSE

詳細

BBY announces earnings on 5/24 (Tuesday) before market open, so look to put on a play shortly before Monday's NY close to take advantage of the implied volatility crush that commonly occurs post-earnings announcement. Here's the preliminary setup, since price may move during the NY session, requiring slight adjustment of the strikes:

BBY June 3rd 29.5/35 short strangle
Probability of Profit: 71%
Max Profit: 104/contract
Max Loss/Buying Power Effect: Undefined/~371/contract

Note: Look to take this off at 50% max profit.

コメント

I don't know if volatility ebbed of if the weekend options pricing was off, but I didn't get a fill and wasn't willing to chase.
詳細