Short Naked Puts work in a bull market - how should we choose the combinations of delta in a shortportfolio?
The tastytrade Research Team conducted a test to compare these two portfolios:
- 2 contracts of 30 puts
- Combination of 1 contract of a 10 delta put and 1 contract of a 50 delta put (average 30 delta)
The results of both hold-to-and winners are presented in the study. Watch this segment with Tom and Tony for the takeaways.