Credit Received
$27,786.21
Strategy Parameters
- Stock Selection: HV between 25% - 45% (very low volatility)
- Entry Signal: Consolidation (tight range expected)
- Scale-In: Up to 3 entries per stock, 2 days apart
- Position: Iron Butterfly (sell ATM straddle, buy OTM wings)
- Strikes: ATM short strikes, 5% OTM wings
- Allocation: $10,000 per stock
- Max Stocks: 8
- Pricing: Black-Scholes theoretical model with historical volatility
Positions by Stock (1 stocks, 1 entries)
| Entry |
Date |
Held |
Stock Price |
Strikes
(ATM/Wings) |
Breakeven
(Low/High) |
Contracts |
Credit |
P&L |
Expiry |
| #1 |
2026-02-10
consolidating |
24d |
$69.30
Now +7.5% |
$69.30 (ATM)
$66 / $73 |
$66.75
$71.85 |
109 |
$27,786.21 |
$-6,694.55
(-24.1%)
Black-Scholes
|
6d
Outside |