Recent Content by shedlerman

  1. 10-Delta Short Strangles

    If S&P moved up to 10% down, BBBY will down -20%, and this is x15 REG-T loss. If you use 50% or 100% Reg-T margin for these straddles you wiped...
    Post by: shedlerman, Jul 23, 2021 in forum: Journals

  2. 10-Delta Short Strangles

    5 delta, BB + 40%, but REG-T margin 12, average profit 4.5, commission and slippage eat all profits. Lower delta bigger bid/ask spread and...
    Post by: shedlerman, Jul 23, 2021 in forum: Journals

  3. 10-Delta Short Strangles

    Hello, Made some backtests Purchasing 10 delta strangle every week at Friday 7 DTE for 2-3 years. BB - 78% BBBY - 57% RIDE + 39% FUBO - 110%...
    Post by: shedlerman, Jul 23, 2021 in forum: Journals