Options Workshop

SPX Calendars: Best Offense is a Good Defense?

Options Workshop

Liz and Jenny are joined by their regular Monday guest, James from the research team.

James reviews some recent research regarding SPX calendar spreads. Typically, our research has focused on managing these trades aggressively when the are winners, while holding losers to front month expiration.

This research looks at potentially cutting losses and managing trades if they hit a loss equal to 50% of the debit.

Ultimately, this actually hurt the overall performance of the strategy and historically stopped us out of trades that eventually became winners.

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