Delta
−0.04
Theta
+18.20
Vega
−41.6
IVR
38
“IV rank at the top of its six-month range, earnings out of the way. Selling the 560 put and 610 call for $3.10, managing at 50% of credit or 21 days.”
— Illustrative example. Not a recommendation.
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Delta
−0.04
Theta
+18.20
Vega
−41.6
IVR
38
“IV rank at the top of its six-month range, earnings out of the way. Selling the 560 put and 610 call for $3.10, managing at 50% of credit or 21 days.”
— Illustrative example. Not a recommendation.
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