Has a short call in traditionally bullish market affected profits?
Compare how often put/call tested, profitability of each side, and risk/reward of changing proportions of puts to calls
1 standard deviation strangles (delta neutral)
S&P 500 (SPY)
2005 to Present
We find that in the long term, adding a call has been historically profitable despite the bull market and has contributed to overall lower volatility in our strangles.
Tune in as Tom and Tony walk through how to incorporate this into your strategies and portfolio.
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