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I have seen their results from 2014. I am sure 2007/08 scenario will be tough. Biggest risk I see with the strategy is gap up and down . How will the output look if someone does this strategy for the last 2 expiry days only. and buy some OTM strangle overnight close them in the morning...

I guess inverted strangles is a part of the strategy which the prop desk follow in managing their position.Also the number of short options for a weekly increase from x on a friday to atleast 10x on the expiry next thursday. On a very volatile week they do lose but over the past 2 years they...

is selling weekly straddles a good strategy? I know some traders who sell weekly straddles .They keep it delta neutral buy selling more straddles until they have huge short straddle position on the expiry day.They make on an average 2%-3% weekly.max loss i have seen in a week is 6%.yearly return...