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Market Measures

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What If We Don’t Have 45 DTE?

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.

Often it can be difficult for traders to put on positions with exactly 45 Days to expiration. If this is the case, what should we do? Could we use a combination of positions to have an average of 45 DTE?

  • Selling Straddles
  • Managed at 25%
  • 15 DTE, 30 DTE, 45 DTE, 60 DTE, 75 DTE
  • Averaging various durations to 45 DTE
  • 2005 to Present

With this setup, the Research Team paid attention to Average P/L, Win Ratio and Weighted Daily P/L to compare the hybrid performance to the standard 45 day window.

Tom and Tony break down the results of combining various durations to average around our optimal 45 DTE!

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