Backtesting Short Butterflies
Jeff Augen, author of The Volatility Edge in Options Trading, recently published a strategy on trading weekly short butterflies. He discusses the following strategies for trading weekly short butterflies:
Sell an At-The-Money Butterfly on the Friday prior to expiration
Close the trade at…
Backtesting Iron Condors
Tasty Trade recently published a video episode on trading iron condors. In their episode, they recommended the following strategies for trading an Iron Condor:
Sell the 16 delta call option & put option
Buy the 5 delta call option &…