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What Risks Are Present With Different Deltas

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Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
Tom Sosnoff and Tony Battista's discussion centered on the trade-offs in different option delta strategies. They analyzed the risk and reward of varying deltas in strangles, with a focus on SPY. Lower delta options offer higher probability but lower P&L and greater buying power expansion risk. Higher delta options, like straddles, yield higher P&L but entail more volatility and risk. The key takeaway: each strategy comes with its own set of trade-offs.
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261 episodes

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Fetch error

Hmmm there seems to be a problem fetching this series right now. Last successful fetch was on August 14, 2024 17:32 (2h ago)

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Manage episode 434033414 series 75955
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
Tom Sosnoff and Tony Battista's discussion centered on the trade-offs in different option delta strategies. They analyzed the risk and reward of varying deltas in strangles, with a focus on SPY. Lower delta options offer higher probability but lower P&L and greater buying power expansion risk. Higher delta options, like straddles, yield higher P&L but entail more volatility and risk. The key takeaway: each strategy comes with its own set of trade-offs.
  continue reading

261 episodes

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