Market Measures - September 3, 2019 - Breaching a Strangle

published 1 week ago by tastytrade, Inc.

What’s the probability that a strangle is subject to whipsaw? In other words, what’s the probability the put and call strikes are breached during a trade? ###Study * SPY, 45 DTE * 2005 to present * 10, 20, 30, 40 delta strangles * Recorded how o...

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