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closed Positions

ewz: 02.24.20 – 05.12.20

ETF | Brazilian Equities | Status: Closed

Adjustment #1

View original trade
02.27.20
My EWZ
was breached in this morning's selloff, so I
my
to reduce my
improve my lower
and take advantage of elevated

Risk Profile:

Figure 2

Strategy: Roll Down Call

btc 1 apr 17 43 call
sto 1 apr 17 41 call
Fill Price: $0.43 credit

Position Analysis

U/L Price: $38.13
IV: 32.5%
IVR: 92.9
Liquidity: 4/4
Position: Short APR 17 38/41 Strangle
POP: 53%
Cost Basis: $2.11
Risk: Undefined
BPR: $760
Max Profit: $2.11
Max Loss: Unlimited
Target P/L: $0.83
Break Even(s): $35.89, $43.11
Extrinsic Value: $251.00
Net Delta: 20.44
Net Theta: 3.161

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