![]() The only thing thats missing in my opinion, is the ability to like/dislike tracks when using the radio feature. No hedging is doneĭelta-Neutral ATM Straddle is buying 1 long straddle and hedging the net delta to neutral at the initial observation. I have used SpotMenu for almost half a year or more now and I absolutely love it. The net return at the end is based on the ending value of the options against the original value (the cost of 1 long straddle). Unhedged ATM Straddle is simply buying the straddle long. Toggle between choices to compare delta-neutral hedging resultsīuying and selling at-the-money straddles can incorporate several different hedging techniques, so we wanted to provide the ability for the user to see results from different methods Results are only available for market trading dates - if there is a holiday on the start or end date, the results for that period are left blank Delta-Neutral Hedging Techniques The results provide the Win Rate (a "win" would be considered an increase in value over the week), Average Return, Median Return, and Minimum and Maximum Return over the analysis period (up to 12 weeks)Ĭompare the results for 10 different holding period combinations - Monday-to-Tuesday, Monday-to-Wednesday, Tuesday-to-Friday, etc. The report is based on the concept of buying 1 at-the-money straddle (1 call, 1 put) for the nearest expiration, starting on a certain day of the week, and held until a later point that week ![]() This page takes week-by-week results from the front month at-the-money straddle, and compares performance based on how long the straddle is held for ![]() Its not free, so if youre looking for a free alternative, you could try Bowtie or NepTunes. There are eight alternatives to SpotMenu for Mac, Online / Web-based, Open Broadcaster Software and SaaS. How to Use the Symbol ATM Straddle Analysis SpotMenu is described as combination of TrayPlay and Statusfy written almost entirely in swift and is an app. ![]()
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