Category Archives: 10 Year US Treasury Notes

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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