- Earning Release: May 6 AMC (Tuesday).
- Objective: Directionless. Sell IV.
- Last Closing Price = 48.4
- IV Percentile = 87.13%
- IV = 0.3709
- Floor IV = 0.23
- Option Strategy:
- Iron Condor: WFM Nov14 35/40/55/60
- Factor in 10% Gap up and Gap Down
- Original Post by Marubozu @ My Stocks Investing Journey.
WFM Fundamental & Chart
WFM IV Chart
WFM IV Risk Profile
WFM Option Chain (August) with slippage = 0.03 to 0.05
WFM Option Chain (November) with slippage = 0.02 to 0.05