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created : 8 months ago| |  live deployment: 0

created : 8 months ago |  live deployment: 0

Strangles ( days left to expiry strike selection)

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Strategy description

FridayOTM 7 strikes
MondayOTM 5 strikes
tuesdayOTM 4 strikes
wednesdayOTM 3 strikes
ThursdayOTM 2 strikes


Select strikes based on days left to expiry



Statistics

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