Question: Using the AAPL option chain, design a short strangle, where Xp = 215, and Xc = 235. If S1 = 225 in two days, calculate

Using the AAPL option chain, design a short strangle, where Xp = 215, and Xc = 235. If S1 = 225 in two days, calculate the margin, 2-day profit (using delta, theta, and gamma), ROI for 2 days and annualized, maximum gain and maximum loss.

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