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Investing - Theory, News & General • Rolling deep ITM LEAPS calls on SPY - are there any backtests for a passive strategy?

The percentages "10-20% in LEAPS" mean nothing; your exposure would depend on which strike price etc. You have to specify your asset allocation in terms of net risk exposure, i.e. for options in delta and other greek variables. Likewise your rebalancing strategy.

Statistics: Posted by comeinvest — Wed Jun 19, 2024 2:48 am — Replies 1 — Views 273



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