The financial markets have experienced strong volume growth in the short- dated index option arena. This paper explores the performance of short-dated index options versus the subsequent price move in ...
A short straddle is an advanced options strategy used when a trader is seeking to profit from an underlying stock trading in a narrow range. To execute the strategy, a trader would sell a call and a ...
We recently published a performance review of at-the-money (ATM) NDX straddles with between one and five days left to expiration. One finding was that consistent sellers of 3-Day, 4-Day, and 5-Day NDX ...
An option gives traders the right, but not the obligation, to trade the underlying asset that it is linked to. Whether the underlying asset moves up or down in value, an options straddle is a trading ...