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Conservative option strategies, what did you buy or sell today?
Building on selling puts on futures contracts; I reviewed 20 years of /ES charts. 240 option expiration cycles- 11 times it dropped 10% or greater and caused assignment. When assigned, 10 times of those 11 the contract became profitable w/in the next option cycle (within 30 days). The one time it didn't was during 2/2020 Covid and likely would have been avoided altogether.

Combining the upward drift built into the stock market, being 10% OTM and using any bit of info about VIX term structure, makes this the safest bet going IMO.

Raw 95.5% winners, after assignment that becomes 1 loser out of 240. 99.6% winners. I can live with that!
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Messages In This Thread
T puts ? - by john - 03-17-2020, 09:33 AM
RE: T puts ? - by fenders53 - 03-17-2020, 10:32 AM
RE: WEN options update - by john - 03-23-2020, 09:53 AM
RE: WEN options update - by fenders53 - 03-23-2020, 10:40 AM
RE: Conservative option strategies, what did you buy or sell today? - by NilesMike - 06-04-2023, 09:39 PM



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