No way to lose money trading in options

You're better off doing this in the 10Y. And no, it's not profitable. I would think there is still an edge in shorting the combo into NFP.

 

Oops

 

You should change the thread title to "New way to lose money trading in options"

 

What is NFP?

 

NonFarmPayroll

 

What do your backtest results tell you ?

 

He already told you :

 

Where on earth did you come up with "the delta of the straddle is the profit of the straddle" ??

So,for an ATM straddle,with a near zero delta,the profit is zero? Sounds about right




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