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Last seen: Sep 24, 2026
@twentysomething Wow, that's an aggressive strike! Because of the holiday, I lowered the premium target to only 1/2 of my usual 2-day income target!
@charlie02 That's what I call a point landing! 🙂
@navypack Yeah, but I lost some money on my 4610 puts. Crazy thing is that I initially had my full set of contracts with strikes 4560-4575. As an afte...
@jt17 Different method. Completely historical vs. MC. I'm surprised the differences aren't bigger. Again: it's impossible to replicate the strong reco...
@jt17 OK that's a handful. You can do MC with monthly data and/or blocks of historical data. You still run into some of the same problems that I ...
From page 20: This quote didn't age well. They should have at least written a short caveat about the most recent inflation spike. It's probably transi...
Thanks for the link. Excellent suggestion to discuss this! I can't really agree with the methodology: Monte Carlo and then targeting a 90% success ...
I like the general idea, but it runs the risk of generating something of a tautological exercise. If you use the implied vol and then the implied prob...
@nobatmanjokes Good point. 9-day vol is still a bit detached from the 2DTE options. I have my own little risk model using a 5-day and 20-day half-life...
@navypack Same here. More vol comes from the Muni bonds and Preferreds than the put writing. But it's still a risk worth taking. Yields aren't that ba...
1b: Stay the course, but with a slightly lower premium/delta. 2: Pausing seems like a very unattractive option. 3: I do the Tue/Thu trades but onl...
@globalern Yes, I'm familiar with the MF Global scenario. It crossed my mind especially considering that I had a few colleagues who got burned by MF b...
What assets? I would probably not double the equity risk. So, something in the fixed-income realm would be best as a diversifier. What exactly probabl...
I like I Bonds, too, but since I can only buy relatively small amounts it's not worth the effort. Even with the workaround, I wouldn't see any meaning...
Yes, I have received the notice and actually paid the fee a few times. Usually just a $1.00-$2.00 but it's really quite annoying. You get that notice ...