CXQ – MACROAXIS ANALYTICS -TOS CHART
Apple (NASDAQ: AAPL) Option Matrix Data for Next Week
Month 18 AUG 17 (35) 100
Entry Date 14-Jul 14-Jul
Strangle CALL PUT
Position SHORT LONG
Strike 150 145
Limit Entry 3.40 2.49
Bid 3.35 2.51
Ask 3.40 2.53
Implied Vol 20.03% 20.72%
Delta 0.4598 (0.3344)
Volume 6603 768
Prob OTM 56.51% 64.09%
Contracts 200 200
Cost $680.00 $498.00
P/L $10.00 $4.00
DTE 1.92110 1.09240
EXP Prem (1.4789) (1.3976)
DTE LOSS ($295.78) ($279.52)
DIFF P/L $384.22 $218.48
Determining Premium Limit Entry Matrix
MACROAXIS RESEARCH HUB – SNAPSHOT
Relative Risk vs. Return Landscape (MACROAXIS)
If you would invest 14,516 in Apple Inc on June 14, 2017 and sell it today you would earn a total of 261.00 from holding Apple Inc or generate 1.8% return on investment over 30 days. Apple Inc is currently generating 0.0903% of daily expected returns and assumes 1.0712% risk (volatility on return distribution) over the 30 days horizon. [Therefore], 10% of equities are less volatile than Apple Inc and 98% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
AAPL has moved 4.39% or $6.27 in 7 days. Remember 98% of correlated equities are projected to make higher returns.
TAKE AWAY: Consider the possibility of a reversal prior to release of the iPhone 8 – hype factor. Piotroski is a 7 – Strong so maintaining a long term investment in the stock is viable. Scalp a Long Put/Short Call trade starting next week July 17.2017 – 10 days before earnings are released.
About R. Kambak: A freelance market for Macroaxis Research Hub. Has provided quantitative input for various option platforms as well as a beta tester for Tom Sosnoff – Tastytrade/Tastyworks.
Mr Kambak has accumulated twenty years experience as a Forex, Commodities, Equities, and Options trader.
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