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closed Positions

ewz: 01.06.20 – 01.14.20

ETF | Brazilian Equities | Status: Closed

Opening Trade

01.06.20
Small uptick in
the past couple sessions. EWZ has an
at around 35 so I've decided to
a
Further volatility contraction and the passage of time should help this position profit. Looking for 50% of max profit which would be about $0.78.

Risk Profile:

Figure 1

Strategy: Short FEB 21 45/50 Strangle

sto 1 feb 21 45 put
sto 1 feb 21 50 call
Fill Price: $1.57 credit

Position Analysis

U/L Price: $47.58
IV: 27.4%
IVR: 35.3
Liquidity: 4/4
Position: Short FEB 21 45/50 Strangle
POP: 62%
Cost Basis: $1.57
Risk: Undefined
BPR: $710
Max Profit: $1.57
Max Loss: Unlimited
Target P/L: $0.78
Break Even(s): $43.43, $51.57
Extrinsic Value: $157.00
Net Delta: -2.05
Net Theta: 3.182

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