=> Put credit spread 162/160
175.00 SPY130817C00175000 0.25 Down 0.03 0.25 0.26 1,727 55,851
177.00 SPY130817C00177000 0.11 Down 0.02 0.11 0.12 2,892 27,352
1 call credit spread = 0.25 - 0.12 = 0.13$
13$ - 2$= 11$
162.00 SPY130817P00162000 0.51 Down 0.15 0.50 0.51 24,854 111,482
160.00 SPY130817P00160000 0.34 Down 0.13 0.34 0.35 18,047 199,072
1 put credit spread =0.50 -0.35 = 0.15$
15$ - 2$= 13$
-179$ + 11$ + 13$ = -155$
Blocked margin: 2000$ (51%)
Margin available: 1900$
PnL: -155$ (- 3.97%)
A account
4x Call Credit Spread 171/173 (Expiration 17th August)
1x Call Credit Spread 175/177 (Expiration 17th August)
2x Put Credit Spread 160/158 (Expiration 17th August)
B account
5x Call Credit Spread 173/175 (Expiration 17th August)
1x Put Credit Spread 162/160 (Expiration 17th August)
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