NaughtyPines

LATE POST/OPENING: GPS SEPTEMBER 18TH 12/17/17/22 IRON FLY

NaughtyPines تم تحديثه   
NYSE:GPS   Gap, Inc. (The)
... for a 2.49 credit.

Metrics:

Max Profit: $249/contract
Max Loss: $251/contract
Break Evens: 14.51/19.49
Delta/Theta (Currently): -8.91/3.12

Notes: Couldn't post this yesterday due to the number of "Update" posts I did ... .

High implied at 87.5% with earnings to be announced today after the close. A classic risk one to make one iron fly which I'll look to take profit at 25% max.
تعليق:
Correction: Earnings are going to be announced Thursday after the close, so there's still time to put this on or a 17 short straddle, which was paying 2.80 as of today's close. This is actually probably why I went defined risk versus naked in this particular case; I'm only giving up .31 to throw on those long option wings.
تم إغلاق الصفقة يدويًا:
Out today for 2.02, .47 ($47) profit per contract. I'll take 18.9% ROC on capital in one day anytime ... .
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