Загрузка страницы

Monthly Options Are Better Than Weekly Options

This video I go into research from the cboe and compare the two short put indices PUT and WPUT. Put is a index that sells monthly puts at the money on the s&500 and WPUT is the same but sells weekly puts. PUT always out performs WPUT even though weekly premium is higher than monthly. We also look at a research paper on the CBOE website under WPUT that compares PUT and WPUT. This paper show that PUT with monthly contracts outperforms also.

Options Alpha
https://www.youtube.com/watch?v=rg6PoGrNrI4
https://www.youtube.com/watch?v=i4jEN2aX8Y8

TastyTrade
https://www.tastytrade.com/tt/shows/market-measures/episodes/weekly-vs-monthly-08-19-2013

https://www.tastytrade.com/tt/shows/market-measures/episodes/weekly-paychecks-08-23-2018

CBOE Research Paper
http://www.cboe.com/framed/pdfframed?content=/micro/buywrite/put-oleg.pdf§ion=SEC_OPTIONS_PRODUCTS&title=An%20Analysis%20of%20Index%20Option%20Writing%20with%20Monthly%20and%20Weekly%20Rollover

Subscribe:
https://www.youtube.com/channel/UCpjOZxXLWi6wdO-j26cHWrg?sub_confirmation=1

Видео Monthly Options Are Better Than Weekly Options канала Points Inbound
Показать
Комментарии отсутствуют
Введите заголовок:

Введите адрес ссылки:

Введите адрес видео с YouTube:

Зарегистрируйтесь или войдите с
Информация о видео
31 августа 2020 г. 20:54:59
00:14:38
Яндекс.Метрика