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Re: None

Friday, 11/16/2018 11:37:32 PM

Friday, November 16, 2018 11:37:32 PM

Post# of 1303
Data ... difference a day makes

Estimated return on VXX options based upon .50 VXX movement
Using Strike just in the money - Variable in ROI are premium which
varies by day and time purchased.
plus amount the strike is in the money at time of purchase

Time Day ROI
11:15 Wed 15.00%
11:45 Wed 16.67%
12:54 Wed 13.64%
13:41 Wed 15.11%
14:22 Wed 14.40%
14:45 Wed 15.79%
15:06 Wed 16.88%
15:22 Wed 18.18%
15:56 Wed 15.15%

11:00 Thurs 21.74%
12:15 Thurs 24.68%
12:36 Thurs 25.76%
13:00 Thurs 24.71%
13:45 Thurs 27.45%
14:05 Thurs 26.67%
14:45 Thurs 29.27%
15:30 Thurs 29.27%


11:30 Fri 51.28%
12:00 Fri 52.94%
14:45 Fri 100.00%
15:11 Fri 158.33%
15:34 Fri 81.25%
15:44 Fri 170.83%
15:55 Fri 107.50%

Warning - All posts are JFDAO (Just Fred's Dumb A$$ Opinion)

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