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Available Studies
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1) Enter a 90 or 120 DTE short put at 15 (+/-1) delta
2005-2020 90 DTE Longitudinal Study
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Note: 120 DTE will result in stronger nuke mitigation for the bomb shelter
2005-2020 90 DTE Longitudinal Tradelog
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2) Use 1/10 of the credit to buy TWO long puts at 30 DTE less than the short
1) 2005-2020 120 DTE Longitudinal Study
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e.g. 120 DTE $50 short = TWO 90 DTE longs at $2.5 EACH
2) 2005-2020 120 DTE Longitudinal Tradelog
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e.g. 90 DTE $40 short = TWO 60 DTE longs at $2 EACH
3) 2005-2020 60DTE 15Delta 60MP Backtest
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3) Set a bracket order for the short at 200% loss or 60% MP
4) 2005-2020 90DTE 15Delta 60MP Backtest
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4) When the short closes, exit the longs as well (Can be done manually or via OTO)
5) 2005-2020 120DTE 15Delta 60MP Backtest
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6) 2016-2020 120DTE 15Delta 50MP Backtest
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7) 2016-2020 120DTE 15Delta 60MP Backtest
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Open Positions
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#StrikeLotsTrade DateExp Datecr/dr
Total cr/dr
DITDTEStrikeLotsTrade DateExp Datecr/dr
Total cr/dr
DITDTE
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16160110/7/202512/31/2025$55.40$55.4048374600210/7/202511/28/2025-$2.75-$5.50484
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26175110/9/202512/31/2025$54.70$54.7046374650210/9/202511/28/2025-$2.92-$5.84464
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36090210/10/20251/16/2026$61.60$123.2045534000410/10/202512/19/2025-$3.10-$12.404525
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46020110/15/20251/16/2026$65.50$65.5040533900210/15/202512/19/2025-$3.40-$6.804025
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56040110/20/20251/16/2026$63.20$63.2035534050210/20/202512/19/2025-$3.80-$7.603525
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66100110/21/20251/16/2026$60.30$60.3034534100210/21/202512/19/2025-$3.30-$6.603425
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76110110/22/20251/16/2026$60.90$60.9033534000210/22/202512/19/2025-$2.90-$5.803325
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86075110/23/20251/16/2026$59.70$59.7032534150210/23/202512/19/2025-$3.30-$6.603225
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96190110/24/20251/16/2026$54.20$54.2031534250210/24/202512/19/2025-$2.65-$5.303125
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106230110/27/20251/30/2026$58.30$58.3028674200210/27/202512/31/2025-$2.90-$5.802837
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116265110/28/20251/30/2026$59.60$59.6027674375210/28/202512/31/2025-$3.10-$6.202737
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126270110/29/20251/30/2026$62.30$62.3026674400210/29/202512/31/2025-$3.20-$6.402637
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136205110/30/20251/30/2026$62.40$62.4025674350210/30/202512/31/2025-$3.00-$6.002537
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146225210/31/20251/30/2026$61.10$122.2024674450410/31/202512/31/2025-$3.05-$12.202437
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156235111/3/20251/30/2026$62.50$62.5021674425211/3/202512/31/2025-$3.05-$6.102137
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166105111/4/20251/30/2026$65.90$65.9020674275211/4/202512/31/2025-$3.30-$6.602037
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176110111/5/20251/30/2026$63.20$63.2019674225211/5/202512/31/2025-$3.15-$6.301937
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186135111/6/20251/30/2026$61.40$61.4018674300211/6/202512/31/2025-$3.00-$6.001837
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196020111/7/20251/30/2026$65.20$65.2017674100211/7/202512/31/2025-$3.20-$6.401737
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206175111/10/20251/30/2026$57.50$57.5014674475211/10/202512/31/2025-$2.95-$5.901437
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216215111/11/20251/30/2026$56.30$56.3013674500211/11/202512/31/2025-$2.75-$5.501337
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226190111/12/20252/20/2026$65.70$65.7012884200211/12/20251/16/2026-$3.30-$6.601253
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236140111/13/20252/20/2026$66.60$66.6011884100211/13/20251/16/2026-$3.30-$6.601153
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245910111/14/20252/20/2026$75.30$75.3010883700211/14/20251/16/2026-$3.60-$7.201053
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256010111/17/20252/20/2026$71.30$71.307884000211/17/20251/16/2026-$3.50-$7.00753
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265870111/18/20252/20/2026$69.70$69.706883800211/18/20251/16/2026-$3.80-$7.60653
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275860111/19/20252/20/2026$73.20$73.205883700211/19/20251/16/2026-$3.50-$7.00553
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286060111/20/20252/20/2026$66.50$66.504884000211/20/20251/16/2026-$3.30-$6.60453
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295800111/21/20252/20/2026$73.60$73.603883600211/21/20251/16/2026-$3.70-$7.40353
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305800011/22/20252/20/2026$73.60$0.002883600011/22/20251/16/2026-$3.70$0.00253
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315800011/23/20252/20/2026$73.60$0.001883600011/23/20251/16/2026-$3.70$0.00153
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325800011/24/20252/20/2026$73.60$0.000883600011/24/20251/16/2026-$3.70$0.00053
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335800011/25/20252/20/2026$73.60$0.00-1883600011/25/20251/16/2026-$3.70$0.00-153
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345800011/26/20252/20/2026$73.60$0.00-2883600011/26/20251/16/2026-$3.70$0.00-253
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355800011/27/20252/20/2026$73.60$0.00-3883600011/27/20251/16/2026-$3.70$0.00-353
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365800011/28/20252/20/2026$73.60$0.00-4883600011/28/20251/16/2026-$3.70$0.00-453
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375800011/29/20252/20/2026$73.60$0.00-5883600011/29/20251/16/2026-$3.70$0.00-553
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385800011/30/20252/20/2026$73.60$0.00-6883600011/30/20251/16/2026-$3.70$0.00-653
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395800012/1/20252/20/2026$73.60$0.00-7883600012/1/20251/16/2026-$3.70$0.00-753
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405800012/2/20252/20/2026$73.60$0.00-8883600012/2/20251/16/2026-$3.70$0.00-853
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