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