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tasty trade calendar criteria

(2015-06-13 16:24:04) 下一个
IVR:     low: < 25%
IV:       similar in front month and back month, since it is selling front month, if possible, the higher in front month, the better
Strike: the short option should be close to the ATM or slightly OTM, so that the theta is maximized
Call or Put: uses Put is slight OTM, uses Call is slight ITM


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