We *call* this the weekly Safe Haven thread, but it might stay up for more than a week. For the options questions you wanted to ask, but were afraid to. **There are no stupid questions.** **Fire away.** This project succeeds …
Proud of how rigorous I made this test because the conclusion is messier than I expected. Built the same iron condor strategy in four platforms, ran the same window (Jan 2023 to Sep 2024), same SPX, same wing widths (10-delta …
Stop-loss discipline in options feels different because the position can decay even while you’re “waiting for it to come back.” With shares or futures, price is the main problem. With options, price, time, and volatility all work together. That makes …
how do you know if a strategy is actually viable? how do you know what term you want to sell those options in typically? first note - this post is geared towards more "serious" options traders. clarifying that for those …
Let's say a trader has $10K on his account. With that he can buy 200 shares of XYZ stock at $100/share ($20K total). If he does that, he will have a margin loan of $10K on which he will pay …
I have about 20k CAD in savings right now and just started credit spreads 3 months ago.... major loss was around 3k which would have been okay if I let it expire naturally but I closed early and booked a …
**Hi guys! Paper Trading Experiment Time.** From tomorrow (24th May 2026), I’ll be creating short strangles on NIFTY 50 weekly options. The objective will be to eat up the premium amount as much as possible. **Here are the steps for …
I have a question regarding which of the above setups is ideal for trading earnings events. I have been back and forward testing both structures in a variety of combinations across dozens of events (so far) and am so far …
Looking to connect with serious option sellers who are deploying significant capital and trading at a similar scale. Ideally in Metro Detroit to eventually meet at coffee shops Royal Oak, Ferndale, Birmingham. I am seeking true peers to talk strategy, …
If you're on r/options you've probably seen this in the sidebar: ∂V/∂t + ½σ²S²(∂²V/∂S²) + rS(∂V/∂S) − rV = 0 V = option value, S = stock price, t = time, σ = volatility, r = risk-free rate. The Black-Scholz …