RUT FEB IRON CONDOR 2

IncomeLab Forum Forums Income Lab RUT FEB IRON CONDOR 2

This topic contains 1 reply, has 1 voice, and was last updated by  Igor 5 years, 5 months ago.

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  • #3002

    Igor
    Keymaster

    Sold a 7 delta call and a 15 delta put (10 wide) iron condor in FEB (36DTE):

    SELL -5 IRON CONDOR RUT 100 FEB 15 1260/1270/1060/1050 CALL/PUT @1.75

    Delta: 0.13
    Gamma: -0.34
    Theta: 24.41
    Vega: -88.41

    This trade is 36 DTE, I will look to capture 50% of credit before scaling out. Any questions? Find me in the chat

    #3003

    Igor
    Keymaster

    Closing this trade at 51% of max profit in 14 DIT.

    Original credit: 1.75
    Margin: 8.25
    ROR: 10.90%

    Credit to open: $1.75
    Debit to close: .85c
    Profit: .90c
    (90/175)*100=51.42%

    My cheatsheet on position management:
    https://docs.google.com/spreadsheets/d/1gGyg_JuCF94Bmo7O8nGsxsUzPEUw3PT2Tjj1i4leQZQ/edit#gid=0

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