Sell Iron Butterfly for top 50 Stocks with Max Loss/Net Premium Ratio close to 1.50 and 52 Week IV High for 7 Days to Expiry
Ticker | P&L on current date based on actual option contract value | ROI on P&L on current date based on actual option contract value | Ticker Name | Ticker Type |
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Current Date | Expiry Date | Days to Expiry (Calendar days) | Days to Expiry (Business days) | Ticker Price on Trade Date | ATM Strike on Trade Date | OTM Call Strike on Trade Date | OTM Put Strike on Trade Date | CurrentTicker Price | Ticker Change % from Trade Date to Current | IB Premium on Trade Date | IB Premium on Current Date | Max Loss | Net Premium to Max Loss Ratio for trade date | Underlying Ticker Price for Max Loss to Be Achieved - Call | Underlying Ticker Price for Max Loss to Be Achieved - Put | Underlying Ticker Price Distance % from ATM for Max Loss to Be Achieved - Call | Underlying Ticker Price Distance % from ATM for Max Loss to Be Achieved - Put | Estimated Probability that the Trade Will be Profitable | Round to 5: Estimated Probability that the Trade Will be Profitable | Estimated Probability of Max Loss | Round to 5: Estimated Probability of Max Loss | Expected Value to Seller on Trade Date | Expected ROI % to Seller on Trade Date | Trade is Profitable Flag (0/1) | 50% probability that the ticker will move atleast | 25% probability that the ticker will move atleast | 75% probability that the ticker will move atleast | IV Mean on Trade Date | IV Mean on Current Date | ATM Call Price on Trade Date | ATM Put Price on Trade Date | OTM Call Price on Trade Date | OTM Put Price on Trade Date | ATM Call Price on Current Date | ATM Put Price on Current Date | OTM Call Price on Current Date | OTM Put Price on Current Date | Underlying Ticker Price for Breakeven Loss to Be Achieved - Call | Underlying Ticker Price for Breakeven Loss to Be Achieved - Put | Underlying Ticker Price Distance % from ATM for Breakeven Loss to Be Achieved - Call | Underlying Ticker Price Distance % from ATM for Breakeven Loss to Be Achieved - Put | |
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BABA | 1.16 | 32.31 % | Alibaba Group Holding Ltd | Stock | Nov 20 2015 | https://www.raltin.com/BABA/ibh_all/222/2015-11-20/49692/ | Nov 27 2015 | Nov 27 2015 | 7 | 5 | 79.95 | 80.00 | 86.00 | 74.00 | 81.38 | 1.79 % | 2.41 | 1.25 | 3.59 | 0.67 | 86.00 | 74.00 | 7.5 % | -7.5 % | 57.92 % | 60.0 % | 11.89 % | 10.0 % | -0.21 | -5.9 % | 1 | 3.0 % | 5.0 % | 1.5 % | 0.30 | NA | 1.27 | 1.33 | 0.09 | 0.11 | 1.25 | 0.01 | 0.01 | 0.01 | 82.41 | 77.59 | 3.01 | -3.01 |