Options Jive - January 11, 2021 - Comparing Management Strategies
In Friday’s Market Measure, we used POP, Average P/L, P/L Volatility, and Large Loss Probabilities to analyze short 16Δ SPY strangles held to expiration at different IVR levels.
Let’s revisit those statistics and compare managing at expiration with managing early to show why we tend to manage early.
Join Tom and Tony as they compare management strategies at different IVRs.