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Market Measures

Monday – Friday | 9:00 – 9:20a CT

The Marriage of Puts and Calls

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

Has a short call in traditionally bullish market affected profits?

Study
  • 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

Results

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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