45 day expiration executed one week after earnings 25/10 Delta IC has a 100% winning percentage and a whopping 396% return over the past three years. It is also a little further out of the money making it a somewhat lower stress trade. Considering we are just over 7 days after the FB earnings release I will be looking to put this trade on Monday.
Sell 25 Delta Call & Put, Buy 10 Delta Call & Put
Expiration: 45 Days
Risked:
$1870
Total Return:
$7399
% Return:
396%
Commissions:
$171
% Wins:
100%
Wins: 12
Losses: 0
Gain: $7399
Loss: -