expiration: AUG 20 (49 DTE)
order:
-1 * 18 put (delta -0.50)
-1 * 18 call (delta 0.50)
for 2.01 net credit
@ 17.84
BPR $360
IVR 50.3
PoP 55%
P50 47%
expected move 16.00-20.00
net delta -1.55
target: 40% max profit
notes: earnings report on July 29; breakevens are marked with yellow in the chart
order:
-1 * 18 put (delta -0.50)
-1 * 18 call (delta 0.50)
for 2.01 net credit
@ 17.84
BPR $360
IVR 50.3
PoP 55%
P50 47%
expected move 16.00-20.00
net delta -1.55
target: 40% max profit
notes: earnings report on July 29; breakevens are marked with yellow in the chart