Market Measures - October 30, 2019 - Why 45 day Straddles

published 2 weeks ago by tastytrade, Inc.

tastytraders like to sell straddles with 45 days to expiration and manage the trade at 25% of the credit we receive. In an attempt to optimize the straddle, we tested performance with longer trade duration. We tested Straddles with: * 45, 60, 90,...

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