This is a CML-inspired trade from the Discover tab. This lophir has 37/30/25/10 deltas so double the net delta that I usually do. The backtest is based on 30dte opening 30 days before earnings and closing 10 days before earnings. We don’t have a confirmed ER for AAPL so based this trade on past Oct-Nov ERs for AAPL.
Bot AAPL Nov2 +1p/-2p/-1p/+2p 220/217.5/215/202.5 @ -2.65 x1. No GTC order. Will close 10 days before ER.