Open lukaskiss222 opened 2 years ago
Describe the Solution Analyze strike/delta to sell with weekly expiration (perfect = expires exactly at the money).
Tasks Use historical data to find relative strike/deltas, which have been perfect.
output Generate histograms/graphs.
relative strike value = ATM strike value / absolute strike value
Describe the Solution Analyze strike/delta to sell with weekly expiration (perfect = expires exactly at the money).
Tasks Use historical data to find relative strike/deltas, which have been perfect.
output Generate histograms/graphs.
relative strike value = ATM strike value / absolute strike value