#SPX1dte Sold to Open $SPX July 6th 4390/4410-4490/4510 condors for .90, deltas -.08 +.06, SPX at 4450, IV 12.2%.
Expiring: 4400/4380 put spreads, sold this morning, and call side of condors sold Monday (4495/4515)
Daily Archives: Wednesday, July 5, 2023
AI
Early roll – AI #Calls (Covered) – Jul-14 37.5 // Jul-28 40 @0.09 debit.
SPX same day
#SPX1dte Sold to Open $SPX July 5th 4400/4380 put spreads for .75. Delta -.07, IV 18.25%
Adding to my already existing 4375/4395-4495/4515 condors, sold Monday morning for 1.25. Futures are at the low end of their overnight range, so making a bet on a drift higher into today’s close. This does however, double my risk on downside. Expected move is only 18.67 at 30 minutes before the open (usually between 20-25 at this time in last couple months).
Options Bistro 