AAPL Iron Condor & Bull Put
I drew a 16/5 delta Iron Condor and a 32/10 delta Bull Put.....or in deviation terms,
I drew a 1/1.65 stdev Iron Condor and a 0.468/1.28 stdev Bull Put.
The blue one is the iron condor and the green one is the bull put.
These 2 strategies are equivalents to each other because...
- Both have 68% theoretical probability of max profit at expiration.
- Both have 10% theoretical probability of max loss at expiration.
Implied volatility: 48%
Days to expiration: 30
Enjoy my analysis :)
I drew a 1/1.65 stdev Iron Condor and a 0.468/1.28 stdev Bull Put.
The blue one is the iron condor and the green one is the bull put.
These 2 strategies are equivalents to each other because...
- Both have 68% theoretical probability of max profit at expiration.
- Both have 10% theoretical probability of max loss at expiration.
Implied volatility: 48%
Days to expiration: 30
Enjoy my analysis :)
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