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Market Measures - May 9, 2025 - The Ultimate Guide to Strangles and Iron Condors
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Manage episode 481713391 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.
This market measures provides a comprehensive breakdown of two popular option strategies: strangles and iron condors. Both are suitable for range-bound markets, but differ in risk profile and flexibility. Iron condors offer defined risk with wings, while strangles provide larger credits and easier adjustments. Research demonstrates that wider wings on iron condors lead to better realized returns over time, and traders should avoid being seduced by tight iron condors despite their appealing max return calculations. For both strategies, traders should seek high implied volatility environments and consider exiting positions before reaching 21 days-to-expiration.
…
continue reading
1558 episodes
MP4•Episode home
Manage episode 481713391 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.
This market measures provides a comprehensive breakdown of two popular option strategies: strangles and iron condors. Both are suitable for range-bound markets, but differ in risk profile and flexibility. Iron condors offer defined risk with wings, while strangles provide larger credits and easier adjustments. Research demonstrates that wider wings on iron condors lead to better realized returns over time, and traders should avoid being seduced by tight iron condors despite their appealing max return calculations. For both strategies, traders should seek high implied volatility environments and consider exiting positions before reaching 21 days-to-expiration.
…
continue reading
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