Market Measures - April 23, 2021 - The Efficiency of BPR

published 2 weeks ago by tastytrade, Inc.

In previous studies, we have shown that BPR effectively encompasses losses for early-managed SPY strangles.  However, how efficiently does BPR capture loss potentials overall?  Join Tom and Tony as they discuss how often losses have exceeded BPR for strangles with different underlyings when held to expiration (the worst-case scenario).

more episodes from The tastytrade network