REGIME: NEUTRAL-ELEVATED VOL
VIX 19.2 ยท Above 20-day avg ยท Premium-sell conditions improving ยท No macro event in 7d
Premium-sell conditions: GOOD

Trade Ideas

Research ideas gated by regime, IV, liquidity, and event risk. Not financial advice.

3 ideas today
NVDAbearish

Bear Call Spread

Post-earnings IV elevated. Dealer short gamma at 135.

88
SCORE
ENTER NOW

MAX RISK

$380

TARGET PROFIT

$120

Expiration19 Jul 2024
Strikes135C / 140C
Breakeven$136.20
Target exit50% credit capture
Prob. of profit68%
Expected value+$24 (realized vol)
IV Rank74%
LiquidityGrade A

Strong premium-selling setup. IV rank 74, dealer short gamma driving vol. Max risk $380 fully defined.

Educational research only. Not financial advice. Max risk defined above. User is responsible for all trading decisions.

SPYbullish

Put Credit Spread

Fed hold priced. VIX elevated vs realized vol.

81
SCORE
WAIT

MAX RISK

$420

TARGET PROFIT

$80

Expiration21 Jul 2024
Strikes530P / 525P
Breakeven$529.20
Target exit45% credit capture
Prob. of profit72%
Expected value+$18 (realized vol)
IV Rank68%
LiquidityGrade A

Wait for pullback to $531 support. Better breakeven cushion on entry. Event risk clear through expiry.

Educational research only. Not financial advice. Max risk defined above. User is responsible for all trading decisions.

TLTneutral

Iron Condor

Rate curve stable. TLT range-bound.

76
SCORE
WATCH ONLY

MAX RISK

$320

TARGET PROFIT

$180

Expiration16 Aug 2024
Strikes92P/88P + 102C/106C
Breakeven88.20 / 105.80
Target exit50% net credit
Prob. of profit76%
Expected value+$41 (realized vol)
IV Rank58%
LiquidityGrade B

Waiting for IV rank 65+. Current 58 IV rank gives acceptable but not ideal EV.

Educational research only. Not financial advice. Max risk defined above. User is responsible for all trading decisions.

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