Barry Cohen Sage     Posts: 6338 Joined: 1/19/2004  User Profile | The trade plan has the profit stop configured at 1.5ATR from the entry bar of the underlyer's open price which gets hit on 1/24/18. The option prices used for the exit are calculated from that. Keep in mind that one leg is a Buy Put & the other leg is a Short Put. That's why the C35 leg shows a profit when the price goes down. The C35 leg exited at 2.22 which is within the OHLC of the 1/24/18 bar. The C36 leg exited at 1.42 which is within the OHLC of the 1/24/18 bar. (2.2195 - 1.5522) * 8300 = $5538 (1.4225 - 1.9557) * -8300 = $4425 | |
