Market Measures - January 22, 2021 - Initial Credits and Moderate Price Moves
We have analyzed turnaround probabilities for different types of strangles, but not for any undefined risk strategies. How likely is it for an iron condor to have a P/L flip after incurring a certain amount of loss? How should loss thresholds for defined risk trades differ from undefined risk trades? Join Tom, Tony and Julia as they discuss turnaround probability for iron condors with different deltas.