Trading L/S intraday SPX Straddles
Intraday return profile & option structure performance
Follow up post for:
Previous post covered SPX intraday hourly returns & the returns of the 1-DTE SPX Straddle over the last 9 years. Charts below breakdown the avg/median performance path of a 1-DTE SPX Straddle opened ATM on T-1 close:
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