Sell Iron Butterfly for Selected ETFs with Max Loss/Net Premium Ratio close to 1 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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| MDY | 0.35 | 7.11 % | BNY SPDR S&P MidCap 400 ETF | ETF | Sep 05 2019 | https://www.raltin.com/MDY/ibh_all/236/2019-09-05/188102/ | Sep 09 2019 | Sep 13 2019 | 8 | 6 | 349.10 | 350.00 | 360.00 | 340.00 | 351.69 | 0.74 % | 5.07 | 4.73 | 4.93 | 1.03 | 360.00 | 340.00 | 2.86 % | -2.86 % | 58.76 % | 60.0 % | 20.44 % | 20.0 % | 0.04 | 0.86 % | 1 | 1.5 % | 2.5 % | 0.5 % | 0.15 | 0.16 | 2.55 | 3.65 | 0.13 | 1.00 | 3.15 | 1.80 | 0.00 | 0.23 | 355.07 | 344.93 | 1.45 | -1.45 |