Category Archives: /ZB

Short Strangle – 30 Year US Terasury Bond Futures


SELL -4 STRANGLE /ZBU4 1/1000 SEP 14 /OZBU4 142/129 CALL/PUT @0”09 LMT Days to exp. = 47 ROC (max. profit) = 562.5/2279.00 =~ 24.7% The idea would be to take off the spread around 50% of max. profit.  Hence the actual ROC … Continue reading

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