SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Help with OEX trading for Master's Thesis
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Kenneth Little who wrote (2)2/1/1999 2:51:00 PM
From: David Penfield  Read Replies (2) of 13
 
So far I have been analyzing the monthly movement range of the OEX to see if a put call strangle at the +-6% range would generate cash flow on a consistent basis. I have finished my analysis yet so I do not know if that is a viable concept yet.

I have started doing the same sort of analysis and think that OEX options in general are overpriced, with the at the call strikes the most overpriced in dollar terms. I think selling a straddle every month (and maybe buying way out of the money strikes to limit losses on big moves) would generate the most income. I think Don Fishback's (sp.) ODDS system does something similar to this.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News