We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

We present a risk-return optimization framework to select strike prices and quantities of call
options to sell in a covered call strategy. Covered calls of a general form are considered …

Buy-write and put-write strategies have been shown to match market returns with lower
volatility, resulting in higher risk-adjusted performance. The strategies benefit from the fact …

Covered calls are traditionally formed as an overlay on an existing portfolio. Our analysis
suggests that covered calls formed in two steps by first optimizing underlying equity …

The study uses daily realized volatility measures in order to gain forecast accuracy over
stocks' market implied volatility, as proxied by VIX Index. We evaluate forecast accuracy by …

This study examines the performance of two strangle strategies at different legs to find the
best strategy for consistent profit generation when trading on the Indian stock market index …

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 paper uses daily realized volatility measures in order to gain forecast accuracy over
stocks' market implied volatility, as proxied by VIX Index, for forecast horizon of 1, 5, 10 and …

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 …

We present a two-stage stochastic program with recourse to construct covered call portfolios.
To maximize the expected utility of a covered call portfolio, the model selects equity …