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Options 003- Long Short Term slightly OTM Put Vertical Spread 1 day hold
This is a research report with the following parameters:
Tickers: SPY | QQQ | DIA | TLT
Holding Period / Exit : 1 day exit (11am next day)
Core Position: Buying a 5-7 day duration, slightly OTM put vertical spread and closing it next day at 11am EST.
Max Risk= Debit Paid
Max Reward = Distance between strikes - debit paid
(Ex: With stock at $150, buy 1 148p / sell 1 146 put
Delta ~ -.2 IV regime: 14-17 % implied volatility
Proof of Concept?
1) Can a 1 day put vertical be useful as an insurance policy against a down move on the underlying ticker.
2) which filter provides the best average profit(loss)
1) buy put vertical daily at 3:50pm
2) buy put vertical after 2 higher highs on the 10m chart
3) buy put vertical after 2 lower lows on the 10m chart
4) buy put vertical after an opening range breakout to upside
5) buy put vertical after an opening range breakout to downside
Video length ~43minutes