We recently published a performance review of at-the-money (ATM) NDX straddles with between one and five days left to expiration. One finding was that consistent sellers of 3-Day, 4-Day, and 5-Day NDX ...

Buying a straddle profits from significant price swings regardless of direction. Selling a straddle profits when the stock price remains stable near strike price. Straddle buying is risky before ...

Short dated or daily index options have taken the world by storm. Nasdaq-100 (NDX) index options are one of just a handful of markets with daily expirations. The process behind rolling out daily NDX ...

A straddle can be considered a volatility spread, as the trader who puts on the straddle is speculating on the volatility, or degree of movement of the underlying, not necessarily the direction of ...