What % per year in an account is realistic to make when we adjust for realistic factors: mainly changing IV?Study
- 2005 - present
- Recorded historical actual return on capital for 16, 20, and 30 delta strangles managing at 21 DTE.
- Adjusted account allocation for implied volatility.
We find that on average, we can expect to make 15% a year by selling strangles with tastytrade mechanics and take on roughly 10% of portfolio volatility.