RUT Jan’15 Iron Condor

IncomeLab Forum Forums Income Lab RUT Jan’15 Iron Condor

This topic contains 2 replies, has 2 voices, and was last updated by  Igor 5 years, 6 months ago.

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  • #3017

    Igor
    Keymaster

    Sold 12 delta call and 10 delta put (20 wide) iron condor in Jan (56DTE):

    SELL -5 IRON CONDOR RUT 100 JAN 15 1250/1270/1040/1020 CALL/PUT @3.00

    Delta: -13.80
    Gamma: -0.67
    Theta: 30.53
    Vega: 217.87

    #3019

    Igor
    Keymaster

    I may give this a try in IWM.

    #3018

    Igor
    Keymaster

    I’m buying this IC back for 1.00 debit or 66.666% of credit

    BUY +5 IRON CONDOR RUT 100 JAN 15 1250/1270/1040/1020 CALL/PUT @1.00 LMT

    P/L: +1000
    Margin: 8500
    ROR: 11.76%
    DIT: 42

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