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volume: > 500
open interest: > 1000
bid/ask spread: < 10 cent
days to expiration to enter: between 50 and 65
days to expiration to exit: > 7 days
quick return exit: 20% gain
IV percentile: > 70%
return on capital: (premium / margin withheld) > 0.75% per day
probability of success: > 75%
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