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SPX ATM Options Intraday / Intraweek Performance
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SPX ATM Options Intraday / Intraweek Performance

Sharpe ratios for intraday / intraweek options

Michael H.'s avatar
Michael H.
Apr 21, 2024
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SPX ATM Options Intraday / Intraweek Performance
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Follow up post for:

Detailed Breakdown of SPX ATM Option Structure Performance

Detailed Breakdown of SPX ATM Option Structure Performance

Michael Hunt
·
April 19, 2024
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Below is the breakdown of SPX ATM option structure performance by day of week / time of day. Previous post featured % returns, below tables show risk adjusted performance using Sharpe Ratio.

Mondays:

Tuesdays:

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