OLLI
NEUTRAL WIN- Entry
- $72.34
- Target
- $56.78
- Stop
- $87.90
OLLI is a neutral volatility setup, where the trade is built around price staying inside the planned range rather than making a large directional move. The suggested iron condor uses the current stock price near $72.34 with a planned lower boundary near $56.78 and upper boundary near $87.90, so the thesis depends on price remaining inside that range. Supporting factors include IV rank 71% (elevated vs 1-year history), ATM IV 57.6% vs realized 47.3%, and front/next IV ratio 1.07 (event premium in term structure). Because this is a time-sensitive idea over roughly 24 hours, it should be sized carefully and revisited if price moves through the risk level or the supporting flow fades.
90% of 223 similar resolved ideas finished inside their expected-move range after earnings
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