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 |
|
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA | -5.34 | -99.53 % | Alibaba Group Holding Ltd | Stock | Aug 08 2016 | https://www.raltin.com/BABA/ibh_all/222/2016-08-08/79540/ | Aug 12 2016 | Aug 12 2016 | 4 | 4 | 85.00 | 85.00 | 94.00 | 76.00 | 98.25 | 15.59 % | 3.63 | 8.97 | 5.37 | 0.68 | 94.00 | 76.00 | 10.59 % | -10.59 % | 78.44 % | 80.0 % | 2.21 % | 0.0 % | 0.97 | 18.13 % | 0 | 2.5 % | 4.5 % | 1.0 % | 0.54 | NA | 1.91 | 1.89 | 0.09 | 0.07 | 13.25 | 0.01 | 4.28 | 0.01 | 88.63 | 81.37 | 4.27 | -4.27 |
FB | 1.49 | 62.87 % | Facebook Inc | Stock | Aug 08 2016 | https://www.raltin.com/FB/ibh_all/222/2016-08-08/115282/ | Aug 12 2016 | Aug 12 2016 | 4 | 4 | 125.26 | 125.00 | 129.00 | 121.00 | 124.88 | -0.3 % | 1.63 | 0.14 | 2.37 | 0.69 | 129.00 | 121.00 | 3.2 % | -3.2 % | 40.81 % | 40.0 % | 32.09 % | 30.0 % | -0.71 | -29.88 % | 1 | 2.0 % | 3.5 % | 1.0 % | 0.17 | NA | 1.00 | 0.76 | 0.07 | 0.07 | 0.01 | 0.14 | 0.01 | 0.01 | 126.63 | 123.37 | 1.30 | -1.30 |