High IV vs Low IV for Short Strangles: 21 Years of SPY Data
High IV vs Low IV for Short Strangles: What 21 Years of SPY Data Actually Shows The Short Answer I tested one strategy on SPY for 21 years. Every month, sell one call and one put at the same time. Same expiration date about 45 days out. Both options chosen at the “17 delta” level […]
