Reply To: Wer nutzt die Power X Strategie ?

[Markus]

Hi Benjamin,

Hier sind die Kriterien:

1.) We download the list of Options with WEEKLY expirations from every week

2.) Then we look for stocks that are down at least 1% for the day so that we get enough premium.

3.) Then we calculate the annualized premium for all strike prices below the current price for the next 2 weeks. We do that every 2 minutes.

4.) Then we filter out those options that give us at least 30% in premium.

As you can see, we are calculating a few thousand combinations every 2 minutes.

Does this help?