Thanks for all the input. I am still testing the strategy and this month with the exception of the 31 where I was in and out of the trade 13...
The margin requirements and commissions are higher. I agree this would be ideal because they would trade identical.
Once the futures contract would rise back above the strike price I would buy back the contract and again be back in a naked put position. The key...
Your right I mis-spoke it's late! So if I sell the calls and the stock price rockets through my strike price I have unlimited risk. Not my game....
I will be doing a 2008 full year back test tomorrow and will post the results.
Kedwords The backtest is accurate with one exception. I did not have the data available that said how many times in that day that the futures...
Optionseeker Thanks for the input. I agree this is an issue and the reason I am looking for an automated system to move me in and out of the...
Thanks for the posts but I think you are missing some of the details. This is not the reverse of gamma scalping nor the same as selling calls....
Hello everyone. I am new to the Elite trader forum. I have been trading options for about two years now. Mainly vertical spreads / iron condors...
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