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 strangle is a popular options strategy that involves holding both a call and a put on the same underlying asset. It yields ...

Options Techniques to Maximize Gains and Lower Risk in Flat and Volatile Market Conditions Fact checked by Suzanne Kvilhaug Reviewed by Thomas J. Catalano A straddle is an options strategy that bets ...

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 ...