unfortunately for fx it sucks. I've check it for all majores and it doesnt work It work's for DJIA and probably for SP500, nothing more.
I'm pointing towards the fact that a weekly option on SPX will have 7 days to expiry when it's listed, the next day it will have 6 days, then 5 and so on. So again, I don't see why your system would work only with exactly 7-day options. After all, the difference in greeks is not that great!
Kosmita, please please pleeeeeease tell us what the strategy is I'm also offering to take the other side of your trades, and I'll shave a few cents off atticus' rich prices
who says that i want to talk abaut it? you started to ask me abaut that so i answer. But it goes to nowhere so it doesnt matter. Again - if anyone knows a dealer, which offer options for DJIA/ SP500 with free to set up expiration date please let me know. That's all. Nothing more abaut strategies.