• Position Status: Actual Execution (Live Fill)

• Strategy: Short 1 Naked Put

• Expiration: 25 SEP 26 (38 DTE)

• Strike Price: 105’00

• My Execution Fill: 0’34 ($531.25 gross premium collected)

📊 Quantitative Metrics at Entry

• Delta (Δ): 0.24

• Implied Volatility (IV): 10.85%

• IV Rank (IVR): 38.1

• Probability of Profit (POP): ~86%
  

🛠️ Structural Management Targets

• Profit Objective: 50% of max premium

• Defensive Plan: If the underlying breaches the 105’00 strike, our rule dictates rolling out in duration to the next liquid cycle for a net credit, or cutting the position if tail-risk thresholds are exceeded.

Position & Risk Reminder: This reflects an actual trade executed in the author’s live account for educational and tracking purposes. Market conditions change instantly. Vantage Options Group does not provide trading signals or personalized sizing advice; manage your private account entirely at your own discretion. Futures options involve significant leverage and inherent risk of loss.

This rigid framework ensures our portfolio always prioritizes capital preservation, risk control, and long-term sustainability over speculative gambling. Subscribers manage their own private accounts entirely at their own discretion; our publication exists strictly to document this mathematical, live-trading framework.

When a market opportunity meets our criteria, our publications go straight to the structural setup - zero fluff, zero wasted time.

Our analysis is driven entirely by quantitative probability models and professional market experience. We do not factor in subjective chart patterns, nor subjective price predictions nor fundamental metrics the market has already priced in.

We focus strictly on mathematical edge and options decay. The market prices the math; we simply trade it.

_{REGULATORY, RISK & POSITION DISCLOSURE}

_{Vantage Options Group is a financial publisher, not a registered investment adviser, broker-dealer, or commodity trading advisor (CTA). All content, trade concepts, and metrics published by Vantage Options Group are strictly for educational and informational purposes and are intended for general, impersonal circulation. We do not offer personalized investment advice, nor do we analyze individual financial situations, portfolios, or risk tolerances.}

_{The trade concepts documented in this publication reflect actual trades executed by the author in a live brokerage account. However, past performance is no guarantee of future results. No representation is being made that any subscriber account will or is likely to achieve profits or losses similar to those shown. Because these trades are executed in the author’s private account, individual results may vary significantly due to market volatility, execution slippage, commissions, and differing broker fee structures. The author reserves the right to manage, adjust, or exit these personal positions at any time without prior or immediate notice to subscribers. This publication is strictly for educational and tracking purposes; we do not provide live trading signals, nor do we tell subscribers when to execute or exit positions in their private portfolios. Options and futures involve substantial leverage and risk of loss; never trade with capital you cannot afford to lose.}

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