F5 Network (FFIV) Earning Play

Earning Release: April 23 AMC (Wednesday).

Objective: Directionless. Sell IV.

Option Strategy: Iron Condor: FFIV May14 95/100/120/125

Original Post by Marubozu @ My Stocks Investing Journey.

 

FFIV Fundamental

FFIV Fundamental April17-2014

FFIV Earning Estimate

FFIV Earning April17-2014

FFIV Chart

FFIV April17-2014

FFIV IV Chart

FFIV IV April17-2014

FFIV IV Risk Profile

FFIV Iron Condor V Risk Profile April17-2014

Option Chain Slippage between 0.06 to 0.11

FFIV Option Chain Spread April17-2014

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This Post Has 2 Comments

  1. Marubozu 23 Apr 2014

    Entry Price = 108.25
    Iron Condor June14 90/100/115/125
    IV percentile = 51.23%
    IV = 0.4222

  2. Marubozu 24 Apr 2014

    Duration: One Day
    FFIV price almost unchanged @108.1.
    IV drops from 0.4222 to 0.345
    %IV drops from 51.23% to 20.51%
    Net Profit = $46 (1 contract)
    Capital = $580
    ROI = 7.93%

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