We recently published a performance review of at-the-money (ATM) NDX straddles with between one and five days left to expiration. One finding was that consistent sellers of 3-Day, 4-Day, and 5-Day NDX ...
A few months ago, we explored trying to smooth out performance of consistently shorting straddles with a buying dated long straddle using NDX options. We found that a consistent strategy selling NDX 3 ...
The risk with options straddles and options strangles is limited Options straddles and options strangles are two advanced options strategies that can be used to capitalize on changes in implied ...