Rolling is a strategy we often employ to increase the success rates of our trades. How effective has this strategy been over the years?
In this segment, we analyzed the shortputs by . Comparing this to holding the option until expiration, our team examined average roll time, largest loss, average P/L and more.
Watch this segment of Market Measures with Tom Sosnoff and Tony Battista for the exciting takeaways and the results of our study on rolling tested Puts and how doing so, dramatically increases P/L and reduces volatility.