Long SPY, short vol via Apr20 239/269 put spread for $3.60.
POP: 64%
Max loss (BPR): $2,640
Max win: $360
Target: 50% of credit received
Stop loss: Price at $266.
short 269 put: 38 delta
long 239 put: 8 delta
POP: 64%
Max loss (BPR): $2,640
Max win: $360
Target: 50% of credit received
Stop loss: Price at $266.
short 269 put: 38 delta
long 239 put: 8 delta
トレード終了: ストップロスに到達:
Stop loss hit for price, closed at $6.68 db.