Posting the Backtest Results for Liquid options selling during the quarterly results. the following are the results for the last 5 years. Some of them may be in FnO or may not be in Fno within the 5 years. Two strategies are presented with 1 Lot.
1. ATM (Delta = .5) Short Straddle
2. OTM (Delta = .25) Short Strangle.
1. ATM (Delta = .5) Short Straddle
2. OTM (Delta = .25) Short Strangle.
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