Short Strangle – 10 Year US Terasury Notes Futures


SELL -5 STRANGLE /ZNH5 1/1000 JAN 15 /OZNF5 132.5/121 CALL/PUT @0”09 LMT
Credit – max profit (including commissions) = $672.43
Initial margin = $1,885
ROC =~ 35%
Look to take off trade at 50% of max profit.
POP =~ 90%
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This entry was posted in 10 Year US Treasury Notes, Fixed Income, Options, Short Strangle. Bookmark the permalink.

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