SPX ATM Option Structure Dashboard
June 2024 Update
Dashboard for May 2024:
Returns:
Sharpe Ratios:
Colour scheme: Highest sharpe/return in green, lowest in red. Colour scheme is split per lookback period.
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© 2024 Michael H.
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Love this. Quick question, is " Long 7 dte 50d call Rolling" a 7 dte call that each day is rolled out a day so it's always 7 dte, or is it a 7dte call held for a week, which then expires and a new 7 dte call is bought at expiration? Thanks