We recently published a performance review of at-the-money (ATM) NDX straddles with between one and five days left to expiration. One finding was that consistent sellers of 3-Day, 4-Day, and 5-Day NDX ...

Recently, we published a study exploring the behavior of short-dated straddles using Nasdaq-100 (NDX) options. That write up may be found here A Deep Dive Into Short Dated at-the-Money NDX Straddles.

A straddle can be considered a volatility spread, as the trader who puts on the straddle is speculating on the volatility, or degree of movement of the underlying, not necessarily the direction of ...

Options trading continues to thrive and shows no signs of slowing down, as seen when 2024 set another record for options volume. While lists of the best and worst stock performers are readily ...