Nov. 29, 2016

Options Backtesting Results

Historical average return: +$1,077.04 (backtested over 6.9 years)
Historical success probability: 77.2%

Summary

Demand for Apple put option hedges has been unusually high over the last week. Strong demand has caused the implied volatility and cost of downside hedges to rise to their most expensive point relative to at-the-money options, creating attractive short put spread options backtesting analysis for longs.

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