Market Measures - February 23, 2021 - How Strike Breaches Affect POPs

Published: Feb. 23, 2021, 3:32 p.m.

We typically manage breached positions by either rolling, holding, or closing the trades. However, as we have shown in previous studies, strike breaches won’t necessarily affect the profit potential of different strategies in the same way. Join Tom and Tony as they discuss how breaches affect the POPs of different types of SPY strangles.