5/3 SPX Beta Weighted Delta:27.09


XOM Straddle 5/3

IVR 很低的標的,嘗試做雙 Buy

IVR:7.94%

Delta ⇒ BC:0.483;BP:0.534 (Jun BC 115 + BP 115)

Premium : +$6.66

Stop Loss:25%;Profit Target :25%

POP : 43.82%

ATR Range:5.9;Loss Range:11.48%

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UBER Iron Condor 5/3

Earning play(財報5/8),加上以下數據漂亮。

IVR:91.27%

損益兩平點在:+-11.7%的位置(3.33 x ATR)

最大獲利POP:高達73%

最大虧損POP:僅有14.11%

IVR:91.27%