Strike Selection
60 questions
Strike Selection
Has anyone conducted backtests on ladder strategies in low VIX environments? Do the additional strikes provide meaningful benefit or simply introduce performance drag?
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Strike Selection
What is the most effective way to structure call ladders on SPX for moderate upside moves, and how should traders select the multiple strike prices?
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Strike Selection
An article states that 30% implied volatility means the market expects 30% annualized volatility. How do you translate that into expected daily or weekly moves for sizing iron condors?
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Strike Selection
Do traders adjust iron condor width based on how close the short strikes are to at-the-money when the VIX is elevated?
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Strike Selection
When trading SPX iron condors, how far out-of-the-money do you typically place your short strikes relative to at-the-money? What rules of thumb guide this decision?
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Strike Selection
With the VIX around 18, are iron condor strikes adjusted to be more in-the-money or kept near at-the-money to maximize theta?
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Strike Selection
Why do SPX iron condors perform better when selling slightly in-the-money wings instead of purely out-of-the-money wings?
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Strike Selection
Has anyone combined Dividend Discount Model valuation with options selling on the same stable large-cap names? How does the fair value derived from DDM influence your strike selection?
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Strike Selection
The article references rolling the short 1 DTE call 10 to 20 minutes before close using EDR bias. What does that strike selection process look like on a day-to-day basis?
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Strike Selection
SMA versus EMA on SPX for short strike selection in 1DTE Iron Condors—which moving average do you overlay and why? Are there any meaningful Greek interactions worth monitoring?
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Strike Selection
How does VixShield decide between SMA and EMA when setting up 1DTE Iron Condors on SPX? Does the golden cross actually help time entries?
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Strike Selection
Do point and figure breakouts remain reliable in 0DTE or weekly options trading environments?
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Strike Selection
What box size and reversal amount do you use on SPX Point and Figure charts when trading iron condors?
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Strike Selection
Has anyone backtested selling far out-of-the-money SPX puts and calls versus strikes closer to at-the-money? Does trading options with zero intrinsic value meaningfully improve the win rate?
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Strike Selection
How does VixShield adjust for EDR bias when the VIX is low versus when it is spiking?
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Strike Selection
How do you select the put and call strikes on a fence options strategy to maintain a truly zero-cost structure?
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Strike Selection
What approaches are used for call ladders on SPX to capture moderate upside moves, and how are the strike rungs selected?
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Strike Selection
How does the 68 percent one-standard-deviation statistic from the Expected Move hold up in real SPX trading compared to the refined Expected Daily Range tiers?
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Strike Selection
Is it effective to use the Expected Move as a baseline and then apply EDR multipliers between 0.8 and 2.0 for strike selection in SPX Iron Condors?
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Strike Selection
How exactly is the Expected Move (EM) calculated from the VIX for SPX, and why do we divide by the square root of 252?
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Strike Selection
How do you combine candlestick analysis with EDR bias and ALVH hedging in 1DTE SPX Iron Condor setups? Is there a backtested edge on these daily trades?
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Strike Selection
Do traders use candlestick wicks to adjust iron condor wings? Looking for real examples and the resulting impact on the Greeks.
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Strike Selection
How much does the EDR bias actually matter when selling SPX iron condors at different VIX levels?
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Strike Selection
How does VixShield's RSAi work for real-time strike selection in SPX Iron Condors? Can you explain the skew and VWAP adjustment process on a day-to-day basis?
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Strike Selection
How exactly does the EDR indicator blend VIX9D and 20-day historical volatility to determine iron condor wing strikes for 1DTE SPX trades?
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Strike Selection
How exactly does the Expected Daily Range (EDR) indicator determine Iron Condor strikes for the conservative tier in the VixShield strategy?
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Strike Selection
How does the RSAi Rapid Skew AI actually select Iron Condor wings to achieve the exact credit targets of $0.70, $1.15, and $1.60 in under 253 milliseconds?
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Strike Selection
How much edge does the combination of EDR bias and RSAi at 3:10 PM CST truly add to 1DTE SPX iron condors?
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Strike Selection
How does the EDR indicator combined with RSAi improve strike selection compared to discretionary placement on SPX iron condors?
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Strike Selection
What are the considerations for applying VixShield's RSAi skew analysis to strike selection on individual dividend-paying stocks compared to SPX index options, particularly regarding liquidity?
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Strike Selection
How effectively does the EDR indicator translate from SPX 1DTE iron condors to individual stock weekly covered calls?
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Strike Selection
Has Russell Clark's EDR and RSAi skew method for strike selection been adapted for use with weekly covered calls on Dividend Aristocrats?
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Strike Selection
Is RSAi Rapid Skew AI for strike placement worth using compared to relying solely on Greeks for SPX iron condors?
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Strike Selection
How does the Expected Daily Range indicator used in VixShield's 1DTE SPX Iron Condors compare to identifying slippage in Uniswap liquidity pools?
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Strike Selection
How do you structure EDR bias and RSAi strike selection within the broker account while keeping the majority of the portfolio, including longer-dated VIX hedges, air-gapped on a Ledger device?
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Strike Selection
How does the EDR formula improve iron condor strike selection compared to simply using an at-the-money straddle for the expected move?
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Strike Selection
Has anyone replaced pure Expected Daily Range bias rules with RSI-based entry and exit signals in their theta-based options trading approach?
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Strike Selection
How does the EDR indicator interact with current VIX levels such as 17.95 when determining iron condor width and credit targets?
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Strike Selection
Do you ignore RSI divergences when placing your 1DTE SPX iron condors, or has it ever helped you avoid a poor strike selection?
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Strike Selection
EDR and RSAi versus monitoring credit spreads intraday: has the extra monitoring been backtested to determine if it adds value when trading index options?
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Strike Selection
Why does VixShield prioritize EDR, RSAi, and VIX Risk Scaling over RSI for its Iron Condor Command strategy?
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Strike Selection
How reliable is an RSI reading above 70 for selecting strikes in 1DTE SPX iron condors? Backtests appear to show limited effectiveness.
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Strike Selection
In Russell Clark's methodology, how do you adjust RSAi strike selection when interest rate differentials are widening and pushing the USD stronger?
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Strike Selection
Does VixShield’s RSAi adjust Iron Condor strikes in real time when interest rate news drives FX volatility that subsequently feeds into the VIX?
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Strike Selection
How does the EDR indicator, which blends VIX9D and historical volatility, determine the appropriate tier for trading SPX Iron Condors? Has the conservative tier been backtested against the aggressive tier across varying VIX levels?
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Strike Selection
Has Russell Clark's SPX methodology, which relies on EDR and RSAi for strike selection in 1DTE Iron Condors entered at 3:10 PM CST, been backtested against standard vega-neutral condors?
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Strike Selection
How does Russell Clark's EDR-based strike selection compare to widening the wings of an Iron Condor to neutralize vega when trading SPX?
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Strike Selection
How do the EDR Expected Daily Range and RSAi skew analysis influence iron condor strike selection in the VixShield methodology?
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Strike Selection
Can off-chain narrative building create the same kind of edge as waiting for EDR and VIX Risk Scaling alignment before entering an iron condor?
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Strike Selection
How exactly does the EDR Expected Daily Range indicator combined with RSAi influence strike selection for 1DTE SPX Iron Condors?
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Strike Selection
Has anyone backtested Point and Figure charts against standard technical analysis for timing Iron Condor entries? Is the additional effort worthwhile?
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Strike Selection
Point and Figure Charts Versus Candlesticks for Iron Condor Placement: Does Ignoring Time Actually Help Filter Chop Better?
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Strike Selection
Do traders use Point and Figure charts to inform options entries? How should box size and reversal parameters be set when applying this to SPX?
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Strike Selection
How do you adjust iron condor wings or deltas when CPI data is expected to come in hotter or cooler than consensus?
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Strike Selection
How exactly does the EDR indicator influence strike selection for the 0.70 to 1.60 credit Iron Condors in the VixShield strategy?
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Strike Selection
At VIX around 18, why does the EDR project wider daily ranges of 0.8 to 1.2 percent for SPX compared to what a CAPM beta approach would imply?
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Strike Selection
How does the RSAi Rapid Skew AI actually adjust EDR-based wings on 1DTE SPX iron condors?
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Strike Selection