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 ...
We are halfway through the third full year with daily expirations for NDX index options. As the market is relatively new, the results for buying or selling 1-day at-the-money (ATM) straddles continue ...
In a long straddle, when the underlying stock goes above the breakeven point, the calls will profit and the puts will be completely out of the money, resulting in an overall profitable position.
Options techniques to maximize gains and lower risk in flat and volatile market conditions Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader.
In my previous article, I discussed going long a straddle prior to an earnings announcement and capturing profit-- either by a move in the stock or by an increase in Implied Volatility (IV). I used ...