EoM / EoQ Straddles

Last 10 min SPX straddle PnL

Update for last months post:

End of Month SPX Straddle Trade

EoM long straddle currently sitting at peak pnl over the sample. EoQ long straddles much weaker performance last few years. Relative cost of straddles down to 2017 levels, below 2020-2024 range.