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 ...
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 ...
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