Trade 1. GS Double Eagle
Exit
Total loss (before transaction cost): -10.4%
Update 12/19: following the FOMC selloff, GS breached the put strike and the market’s attempt of rallying back seemed to have failed. Closed out the trade at $6.00
- Close stats
- Vol: F5.10 @ 29%, F5.17 @ 33%
- Underlying: $557.05
Enter
- Earnings release date: 1/16
- Trade: F5.10/F5.17 560/620 STG SWAP
- ToT stats
- Vol: F5.10 @ 23%, F5.17 @ 29%
- Underlying: $589.13
- Premium: $6.70
- DPR: 1.14%
- SPR: 10.19%
- Expected IV build: 7%
