Market Measures - December 31, 2019 - Calls and Puts

published 4 weeks ago by tastytrade, Inc.

If we split the strangle into its two components, puts and calls, how does the performance look like for each leg in different market environments? ### Study: * SPY * 45 DTE * 2007-2009 (bear market), 2009-2017 (bull run), and 2007-2017 (sharpest...

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