A Tour Around the Options World with SpotGamma's Brent Kochuba
Excess Returns
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Zero DT and the Op-Ex Flip Trade
If the market was weak into this expiration, let's imagine we bought the market at the close on Friday of expiration and held it for one week. And that return was 23%. If you did that from January 2022 today, right? That's a pretty good return. But after September of 2022, it only works one out of three times. Is that because people are front running it? I wish I had a beautiful answer to that.
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