This looked an interesting trade this afternoon, the EDV (Oct) 78/80 Strangle vs 82 Call, Z-Scores at 2.79 with 72 days to expiry.
Payout looks reasonable as well, positive between 97.751/98.124.
Added for P/L tracking
This looked an interesting trade this afternoon, the EDV (Oct) 78/80 Strangle vs 82 Call, Z-Scores at 2.79 with 72 days to expiry.
Payout looks reasonable as well, positive between 97.751/98.124.
Added for P/L tracking