A cash-secured put-write (PUTW) strategy involves writing an at-the-money put option and
setting aside enough cash to buy the underlying. Empirically, the PUTW returns outperform …

Investors have always tried to use various trading strategies to juice their returns. Writing
options has often been thought of as a low-risk way to get some additional income …

This study shows that previous findings of the superior performance of covered calls on the
S&P 500 are spurious because they ignore or dismiss skewness. While academics have …

We develop an options trading strategy that takes advantage of the fact that options' implied
volatilities tend to be higher than their realized volatilities. Therefore, we dynamically adjust …

The purpose of this paper is to measure the intrinsic characteristics of the Indian capital
market through the long and short strangle options strategies. The study uses the …

The authors aim to improve the CMBO strategy, a covered-call strategy based on the
Chicago Board of Exchange Covered Combo (CMBO) Index. They modify the major issues …

This study aims to measure the volatility behavior and movement property of the Nifty Index
through the strap option strategies by using the trigonometric ratio of options (tan θ). These …

The VIX premium, the difference between VIX futures and VIX Index levels, has been shown
to have predictive power over volatility returns and investment risk. This article examines a …

Abstract Defined outcome Exchange Traded-Funds (ETFs) are investment vehicles that use
complex options-based strategies to produce a defined outcome for investors over a …