2/4/2020
XLY
Strangle
Credit Received:
$132
Expiration:
3/20
Probability of Profit:
72%
Stock Price:
$128.50
IV Rank at Open:
64
Implied Volatility:
17%
Strikes:
135 Call
121 Put
Probability of 50%:
87
Buying Power Reduction:
2000
Adjusted
Adjustment Date:
2/27/2020
Adjustment Expiration:
3/20
Adjustment Credit:
$205
Strikes:
+135 Call
-122 Call
Adjusted
Adjustment Date:
2/28/2020
Adjustment Expiration:
3/20
Adjustment Credit:
$332
Strikes:
+122 Call
-114 Call
Rolled
Rolled Date:
3/2/2020
Rolled Expiration:
4/17
Rolled Credit:
-$575
IV Rank at Roll:
84.6
Strikes:
+121 March Put
+114 March Call
-120 April Call
-111 April Put
Adjusted
Adjustment Date:
3/9
Adjustment Expiration:
4/17
Adjustment Credit:
$457
Strikes:
+120 Call
-110 Call
Adjusted
Adjustment Date:
3/12/2020
Adjustment Expiration:
4/17
Adjustment Credit:
$501
Strikes:
+110 Call
-99 Call