1/31/2020

XLV

Strangle

Credit Received:

$114

Expiration:

MAR 20

Probability of Profit:

74%

Stock Price:

$99.43

IV Rank at Open:

64.3

Implied Volatility:

16.4%

Strikes:

104.33 Call

92 Put

Probability of 50%:

88

Buying Power Reduction:

1610

Rolled

Rolled Date:

3/2/2020

Rolled Credit:

$1

IV Rank at Roll:

67

Strikes:

+104.33 March Call

+92 March Put

-102.33 April Call

-86.33 April Call