2/24/2020
DAL
Straddle
Credit Received:
$415
Expiration:
3/20
Probability of Profit:
52%
Stock Price:
$53.40
IV Rank at Open:
145.5
Implied Volatility:
42.3%
Strikes:
53.5 Call
53.5 Put
Probability of 50%:
44
Buying Power Reduction:
1493
Adjusted
Adjustment Date:
2/27/2020
Adjustment Expiration:
3/20
Adjustment Credit:
$156
Strikes:
+53.50 Call
-49 Call
Rolled
Rolled Date:
2/28/2020
Rolled Expiration:
4/17
Rolled Credit:
-$186
Strikes:
+March 49 Call
+March 53.5 Put
-April 47 Call
-April 46 Put
Adjusted
Adjustment Date:
3/12/2020
Adjustment Expiration:
4/17
Adjustment Credit:
$504
Strikes:
+47 Call
-35 Call