Detailed Breakdown of SPX ATM Option Structure Performance
Deeper look at intraday / intraweek performance
Following up on the prior post on SXP ATM option structure performance by various intraday start/end periods:
Below is a more detailed breakdown for day of week performance. Few things to note, performance changes drastically when looking at intra-week patterns. Persistence of outperformance is also impressive, with some structures outperforming continuously over 6m-1y timeframes.
Monday:
Tuesday:
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