2/6/2020

GILD

Strangle

Credit Received:

$119

Expiration:

3/20

Probability of Profit:

76%

Stock Price:

$66.90

IV Rank at Open:

82.4

Implied Volatility:

25%

Strikes:

72.5 Call

60 Put

Probability of 50%:

84

Buying Power Reduction:

900

Adjusted

Adjustment Date:

2/26/2020

Adjustment Expiration:

3/20

Adjustment Credit:

$178

Strikes:

+60 Put

-71 Put

Rolled

Rolled Date:

3/2/2020

Rolled Credit:

-$182

IV Rank at Roll:

84

Strikes:

+72.5 March Call

+71 March Put

-85 April Call

-67.5 April Put