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
URL
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 4.33 31.85 % Alibaba Group Holding Ltd Stock Nov 27 2018 https://www.raltin.com/BABA/ibh_all/222/2018-11-27/174853/ Dec 07 2018 Dec 07 2018 10 8 156.46 157.50 180.00 135.00 153.06 -2.17 % 8.92 4.59 13.58 0.66 180.00 135.00 14.29 % -14.29 % 72.78 % 75.0 % 2.3 % 0.0 % 1.92 14.17 % 1 3.5 % 6.5 % 1.5 % 0.45 NA 4.22 5.20 0.14 0.36 0.01 4.60 0.01 0.01 166.42 148.58 5.66 -5.66
MU 0.73 20.00 % Micron Technology Inc. Stock Nov 27 2018 https://www.raltin.com/MU/ibh_all/222/2018-11-27/155390/ Dec 07 2018 Dec 07 2018 10 8 37.00 37.00 43.00 31.00 35.31 -4.57 % 2.38 1.65 3.62 0.66 43.00 31.00 16.22 % -16.22 % 62.15 % 60.0 % 5.66 % 5.0 % 0.10 2.74 % 1 5.0 % 9.0 % 2.5 % 0.51 NA 1.26 1.24 0.03 0.09 0.01 1.66 0.01 0.01 39.38 34.62 6.43 -6.43
FB 3.39 41.62 % Facebook Inc Stock Nov 27 2018 https://www.raltin.com/FB/ibh_all/222/2018-11-27/229632/ Dec 07 2018 Dec 07 2018 10 8 135.00 135.00 149.00 121.00 137.42 1.79 % 5.86 2.46 8.14 0.72 149.00 121.00 10.37 % -10.37 % 72.19 % 70.0 % 4.52 % 5.0 % 1.13 13.83 % 1 3.0 % 5.0 % 1.5 % 0.35 NA 3.20 3.10 0.10 0.35 2.50 0.01 0.01 0.04 140.86 129.14 4.34 -4.34
FB 3.43 37.82 % Facebook Inc Stock Nov 27 2018 https://www.raltin.com/FB/ibh_all/222/2018-11-27/229633/ Dec 07 2018 Dec 07 2018 10 8 135.00 135.00 150.00 120.00 137.42 1.79 % 5.93 2.50 9.07 0.65 150.00 120.00 11.11 % -11.11 % 72.19 % 70.0 % 3.94 % 5.0 % 1.19 13.1 % 1 3.0 % 5.0 % 1.5 % 0.35 NA 3.20 3.10 0.07 0.30 2.50 0.01 0.01 0.01 140.93 129.07 4.39 -4.39
MSFT 1.42 23.63 % Microsoft Corporation Stock Nov 27 2018 https://www.raltin.com/MSFT/ibh_all/222/2018-11-27/173666/ Dec 07 2018 Dec 07 2018 10 8 107.14 107.00 117.00 97.00 104.82 -2.17 % 3.97 2.55 6.03 0.66 117.00 97.00 9.35 % -9.35 % 75.81 % 75.0 % 2.58 % 5.0 % 1.11 18.41 % 1 2.0 % 4.0 % 1.0 % 0.30 NA 2.25 1.98 0.06 0.20 0.01 2.56 0.01 0.01 110.97 103.03 3.71 -3.71
FCX 0.73 61.25 % Freeport-McMoRan Inc Stock Nov 27 2018 https://www.raltin.com/FCX/ibh_all/222/2018-11-27/137675/ Dec 07 2018 Dec 07 2018 10 8 11.24 11.00 13.00 9.00 10.92 -2.85 % 0.80 0.07 1.20 0.67 13.00 9.00 18.18 % -18.18 % 63.8 % 65.0 % 7.46 % 5.0 % 0.06 5.14 % 1 5.5 % 9.5 % 2.5 % 0.56 NA 0.55 0.30 0.03 0.01 0.01 0.07 0.01 0.00 11.80 10.20 7.27 -7.27