EURJPY, EURGBP, SPX


Haven’t posted in a while … been flat out with other stuff.
Here are a few things I’m looking @ …
– EURJPY
Possible short around 107.60 – 108 zone
Click here to view chart.
– EURGBP
Possible short around 0.8695-.8720 zone
Possible long if around 0.8490-0.8460 zone
Click here to view chart.
– SPX
Iron condor
Sort 10 Oct 1270 calls
Long 10 Oct 1280 calls
Short 10 Oct 1000 puts
Long 10 Oct 990 puts
Long Oct 865 put for protection (might have to go with a different strike, since the OI on the 865’s is very low)
Click here for PL graph, greeks & price chart.
It’s not a very high probability condor – =~ 64.3% @ expiration.
Max loss =  $6,940
Max gain = $3,060
The idea is certainly not to hold it till expiration, rather look for a 10%-15% yield =~ $694-$1,041
Current IV =~ 39.15%
20 day HV =~ 33.15%
30 day HV =~ 44.23%
90 day HV =~ 28.12%
180 day HV =~ 21.66%
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This entry was posted in Condor, EURGBP, EURJPY, Iron Condor, SPX, Support (Demand) - Resistance (Supply). Bookmark the permalink.

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