A summary of all of the losing "no touch" RUT and SPX IC trades is shown in the embedded spreadsheet below. Note that this spreadsheet contains 12 tabs. This spreadsheet can also be downloaded by clicking on the link below the embedded spreadsheet.
Each tab in the spreadsheet lists the start, end, and expiration dates for the losing trades. After these three date columns there are four groups of three columns, with each group representing one of the four delta variations of each of each "no touch" DTE IC (8 delta, 12 delta, 16 delta, 20 delta). Each of these four groups shows the percent return of the call credit spread (CCS), percent return of the put credit spread (PCS), and the total percent return.
Download this spreadsheet here!
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