Selling Earnings Strangles: PoP, IV, and backtesting

Discussion in 'Options' started by lightfightercap, Aug 16, 2018.

  1. destriero

    destriero

    Odds on Klaiman having already PMed the OP? 100%.
     
    #11     Aug 17, 2018
    edolu and iprome like this.
  2. What would happen I think is I could wipe out the profit for the quarter, but it hasn't happened in the last 5.5 years unfortunately, and I cannot use TOS to backtest farther than that and see exactly what would happen. I need a new, more mechanical method of backtesting
     
    #12     Aug 17, 2018