Market Measures - January 8, 2021 - Holding to Expiration and IVR

Published: Jan. 8, 2021, 5:15 p.m.

We typically manage short premium positions early to reduce exposure to outlier losses and free capital for adding new positions.

However, if we were to hold contracts to expiration, what kind of IVR environment is optimal?

Join Tom and Tony as they discuss some statistics around holding a short strangle expiration.