3
Shared Docs
3
Same-Page
3 / 3
Mentions
ote that a 6% premium strategy targets tracing a strike that nets a total 6% premium for the specific maturity (not annualaall. Only the premium for the 1M 2% options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
ote that a 6% premium strategy targets tracing a strike that nets a total 6% premium for the specific maturity (not annualaall. Only the premium for the 1M 2% options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
ote that a 6% premium strategy targets tracing a strike that nets a total 6% premium for the specific maturity (not annualaall. Only the premium for the 1M 2% options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
Entities connected to both the 1M 2% and -ATM