Options 001- Short slightly OTM put vertical spread
This is a research report with the following parameters:
Ticker: SPY and 18 other ETFs
Holding Period: 15 trading days.
Core Position: Selling a slightly OTM put spread.
Max Risk= Distance between strikes - credit
Max Reward = Credit received
(Ex: With stock at $150, sell one 147/145 Put Vertical)
Delta = ~.2
A=Sell a slightly OTM put vertical spread daily from 2008-2017.
B=Sell a slightly OTM put vertical spread after 3 higher highs on the daily chart.
C=Sell a slightly OTM put vertical spread after 3 lower lows the daily chart.
In addition to the mp4 video, this report also contains a trade list of lower lows for spot verification.
- 1 XLSX