Skip to content

20 Percent Freedom

A TastyTrader's Journey

Home
Contact

Tag: SPX

Chances of Market Closing

March 6, 2020 ~ nightrunpapa ~ Leave a comment

Study

SPY
2005 to present
Open and closing prices
Computed the conditional probability matrix for probability of closing up/down given a day where we open up/down.

Basically, there is higher chance that market will continue in the direction of the previous day.

Full video here

Different Variations of Iron Condors and Strangles

December 3, 2019December 3, 2019 ~ nightrunpapa ~ Leave a comment

Chicken Iron Condor and Strangle work best both in good and bad years.

Full video here

How to Manage Iron Condor

November 22, 2019 ~ nightrunpapa ~ Leave a comment

Generally, manage Iron Condor at 50% or hold to expiration whichever comes first.

For wider Iron Condor (50pts wide) or naked options, manage at 50% or close at 2x credit received whichever comes first.

Full video here

Strangle Strategy for Indices

October 27, 2019 ~ nightrunpapa ~ Leave a comment

2 SD strangle is a viable strategy for indices SPX, NDX and RUT when IV > 50%, manstaged at 50%.

Good Job Ratio Spreads – Round 1

October 14, 2019October 15, 2019 ~ nightrunpapa ~ Leave a comment

Ratio spread performs better than credit spread and naked call/put

Categories

>$1 Wing WIdth (2)
1/3 Width of the Strike (7)
Assignment (1)
Defined vs Undefined Risk (2)
Diversification (1)
Fading the market (1)
IV Rank over 50% (6)
Manage at 21 DTE (5)
Manage at 2x Credit (2)
Manage at 50% (13)
Market Awareness (2)
Open at 20 to 30 deltas (1)
Open at 45 DTE (4)
Platform Setup (1)
Portfolio Management (9)
Position Sizing (5)
Strategy (58)
- Broken Wing Butterfly (1)
- Calendar Spread (7)
- Debit Spread (1)
- Iron Condor (18)
- Jade Lizard (3)
- Naked Call (1)
- Naked Put (2)
- Ratio Spread (5)
- Strangle (23)
Trade Adjustment (10)
Trading Math (2)
Uncategorized (5)

Tags

>$1 Wing WIdth 1/3 Width of the Strike 1SD Strangles 2SD Strangle 5% Move Over 2 Weeks 16-Delta Strangle 30 Delta Strangle 30 percent strangles 45% Width of the Strike AAPL AMZN BP expansion BPR buy and hold BWB Calendar Spread capital allocation Chicken Iron Condor Credit Spread Debit Spread Defined vs Undefined Risk DIA Diversification Dynamic Iron Condor EBAY EEM ETF EWW EWZ Fading the market FXE FXI FXY GDX GLD GOOG Inverted Strangle Iron Condor IV Rank less than 50% IV Rank over 50% IWM Jade Lizard JPM managed at 2x credit Managed at 10% managed at 21 DTE managed at 50% More Than $1 Strangles MSFT Naked Call Naked Put NDX Open at 45 DTE options are better Portfolio Management Position Sizing Probability Ratio Spread RUT SBUX SPX SPY Static Iron Condor Strangle T TLT Trade Adjustment Trading Math USO VIX watchlist wider iron condor XLE XOM YHOO

Top Posts

Chances of Market Closing
Ratio Spread Adjustment Step by Step
Understanding Assignment

Blog at WordPress.com.

Privacy & Cookies: This site uses cookies. By continuing to use this website, you agree to their use.
To find out more, including how to control cookies, see here: Cookie Policy

Subscribe Subscribed
- 20 Percent Freedom
- Already have a WordPress.com account? Log in now.

Loading Comments...

Write a Comment...

Email (Required)

Name (Required)

Website

Design a site like this with WordPress.com