010909
| Type | Strike | Expiration | Quantity | Price | Investment | NetMargin | ImpliedVolatility | Delta | Gamma | Vega | Theta | Volatility |
| Short Put | 4500.0000 | 09/24/2009 | 1 | 104.6500 | -54.6500 | 50.0000 | 36.8695 | 0.3519 | -0.0009 | -4.2183 | 3.3026 | 36.8695 |
| Short Call | 4800.0000 | 09/24/2009 | 1 | 79.8500 | 750.4200 | 830.2700 | 31.7569 | -0.3449 | -0.0010 | -4.1873 | 3.2137 | 31.7569 |
| Long Put | 4450.0000 | 09/24/2009 | 1 | 93.4000 | 93.4000 | 93.4000 | 38.5737 | -0.3137 | 0.0008 | 4.0306 | -3.3259 | 38.5737 |
| Short Call | 4700.0000 | 09/24/2009 | 1 | 118.6000 | 850.4200 | 969.0200 | 32.2523 | -0.4498 | -0.0011 | -4.4985 | 3.5466 | 32.2523 |
| Criteria | Price | Change | Prob | Total | TotalPrc | MonthlyPrc |
| Total Investment | 1639.5900 | |||||
| Total Debit | -209.7000 | |||||
| Maximum Profit Potential | 4500.0000 | -0.0271 | 0.4094 | 209.7000 | 12.79% | 17.61% |
| Maximum Loss Risk | Infinity | Infinity | -Infinity | |||
| Upper Protection | 4854.8497 | 0.0496 | 0.3431 | 0.0007 | ||
| Return if Unchanged | 4625.3500 | 0.0000 | 209.7000 | 12.79% | 17.61% | |
| Current Return | 0.0000 | 0.00% | 0.00% |
BELOW 4854 ANY LEVEL PROFITS 160 MINIMUM AT ALL LEVELS AND MAX 209
ONLY CONDITION THAT MARKET SHOULD CLOSE BELOW 4854 AT EXPIRY GUARANTED PROFITS AT ALL LOW LEVELS.
Neutral: Long Iron Condor CHANGES IN IT HAS BEEN MADE.
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