Market Measures - January 12, 2021 - Turnaround Probability For Different Instruments

published 4 days ago by tastytrade, Inc.

For 45 DTE 16Δ short SPY strangles, the probability of turnaround drops to roughly 50% once the P/L has reached -50% the initial credit or lower. What is the turnaround probability for strangles with different types of underlyings after incurring t...

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