Top Sector ETFs with Non Zero ATMs Estimated Probability on Trade Date of Ticker Crossing Straddle Premium > 50%, EV > 0, Expected ROI > 10% for 7 Calendar Day Expiry



P&L on current date based on actual option contract value ROI on P&L on current date based on actual option contract value Current Date Expiry Date
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Days to Expiry (Calendar days) Days to Expiry (Business days) Ticker Ticker Type Ticker Name Ticker Price on Trade Date Current Ticker Price Ticker Change % from Trade Date to Current Straddle Premium on Trade Date Straddle Premium on Current Date Straddle Premium % Break even based on Trade date Expected Value to Buyer on Trade Date Expected ROI % to Buyer on Trade Date Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % + 1% Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % + 2% Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % + 3% 50% Probability that the stock/ETF will move Atleast 75% Probability that the stock/ETF will move Atleast 25% Probability that the stock/ETF will move Atleast IV Mean on Trade Date IV Mean on Current Date ATM Strike Call Price on Trade Date Put Price on Trade Date Call Price on Current Date Put Price on Current Date
Jul 19 2019 -1.08 -94.74 % Jul 26 2019 Jul 26 2019 https://www.raltin.com/XLV/sth/2019-07-19/15919/ 7 5 XLV ETF SSgA Health Care Select Sector SPDR 91.76 92.07 0.34 % 1.14 0.06 1.24 % 0.30 26.32 % 51.32 % 22.66 % 9.80 % 5.19 % 1.50 % 0.50 % 2.00 % 0.11 NA 92.00 0.45 0.69 0.03 0.03