Naked Short Strangle Returns table – The ATM straddles gives a return of as high as 4.8%. Do buy equal lots of PE and CE at a suitable distance as a hedge. Use it at your own risk!
Naked Short Strangle Returns table – The ATM straddles gives a return of as high as 4.8%. Do buy equal lots of PE and CE at a suitable distance as a hedge. Use it at your own risk!