16-Delta is the "sweet spot" for short put?

Hi,do you have Orats??

It would be worth your while to check it out..

Not a big of selling puts unless you truly want to own the asset at a lower level.Run backtests and you will likely come to the same conclusion.




TheDawn said:
Me either. It's from this 10-year study I guess that somehow discovered shorting 16-delta puts gives the highest profitability. LOL

The thing is backtesting using fixed strike at different levels with a vol filter is kinda moot. I mean if one's holding IV constant while just changing the strike price level, then of course the option at the higher delta would yield higher profit as it would be more sensitive to price change in the underlying and would move more. It's the vol. that changes everything so I think it would make more sense to backtest at different IV levels to see how the option behaves at different strike/delta level.
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earth_imperator said:
B/c when not logged in then you can see all postings.
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Then what is the point of blocking him if yer just going to bypass the block function by logging in anonymously to see what he say AND THEN RESPONDING TO HIM WHILE LOGGED IN? Just take him off your block list then, because you are not using the block function for what it is intended.
 
@Overnight, you are a real annoyance, man, wasting my time!

The reason of blocking is to filter out all the crap postings of the blocked person, plus that he too shall not see any of my postings. But if one invests more time than one still can find and read them all.

Just stop asking me any further of your such silly questions, othweise... :-)
 
Are you talking to me or the Tool??

Dude thinks the 16 delta put is strike plus 16..

If that not bad enough,cant figure out what 95% of spot put equals

Baron really needs a minimum IQ filter
 
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