0405

TLT

Iron Condor

IVR : 74.8% , IV : 21.8%

delta ⇒ sc : 0.248; sp : 0.243 (BC140 + SC136 + SP123 + BP119) $1.31

POP : 59%

SPY

Bullish credit put spread + Call debit spread

支撐 440 20MA附近。

IVR : NA

delta ⇒ sp : 0.270 + BP : 0.172 (SP436+ BP422) 10 delta wide $2.17

POP : 75%

0406

SMH

Bullish call credit spread

Super trend down + MACD down + TTM Squeeze down trend

IVR : 64.25% , IV : 42.8%

delta ⇒ sc : 0.291 (BC275 + SC270) $1.33