Probabilities with 25 trading sessions to expiration:
78% Implied probability of success
94% historical probability of success
Dashboard, probabilities and Risk profile charts bellow:
Saturday, April 11, 2009
04/11 RUT 52-Day Condor
Last Thursday surge didn't help any position in the portfolio. This trade didn't hurt as much, maybe because it has been on for a bit longer than the others. So far, probabilities are still looking good.
Probabilities with 25 trading sessions to expiration:
78% Implied probability of success
94% historical probability of success
Dashboard, probabilities and Risk profile charts bellow:
Probabilities with 25 trading sessions to expiration:
78% Implied probability of success
94% historical probability of success
Dashboard, probabilities and Risk profile charts bellow:
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