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

Symbol Entry 15 0
Call 3.358 1.117 0.957
Put 2.497 0.833 0.714

CXQ ScoreCard

SCORIFICATION
CXQ C-RTN Prob Profit Expense P/L
0.21544 1.15213 0.0313% $1,178.00 $12.00

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.

TOS CHART

CONTARIAN MOVE - SHORT CALL LONG PUT
AAPL-15 MINUTE CHART – 7 DAY UP TREND CYCLE

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.

Interested in the CXQ Excel Model please send an email to: grtsmarket@gmail.com.

In the Subject: CXQ Request.

The TOS charts and Macroaxis Research Hub graphics and copy are provided by attributed permission.  All MSN Excel spreadsheet posts are solely Mr Kambak’s own creation.

Attribution-NonCommercial-NoDerivs CC BY-NC-ND  Duplication is strictly prohibited without attribution.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s