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Monday, May 27, 2019
Which is Better? ATM Puts or Straddles or 16 Delta Strangles
The average profit as a percent of the trade credit is 15%, 8% and 21% for ATM puts, straddles, and 16 delta strangles respectively.
Hence, 16 Delta Strangles are the best followed by ATM puts with Straddles coming in last.
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