tag:blogger.com,1999:blog-4049167043965640947.post8141726950251669451..comments2022-06-05T13:28:32.605-07:00Comments on Option Trading: 03/16 OEX Weekly Iron CondorGustavo's Tradeshttp://www.blogger.com/profile/10318651374855413975noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-4049167043965640947.post-18048190406491407382010-03-17T06:10:22.134-07:002010-03-17T06:10:22.134-07:00I think you are correct. I'd have to go back a...I think you are correct. I'd have to go back and double check to see how the position behaved in a low vol environment.<br /><br />I will also double-check the two instances when I entered mid-day instead of end of day to see what the backtest would look like.<br /><br />One of the challenges is getting a fill at the end of day, it seems a lot easier mid-day as you set the order and have time for it to get filled.<br /><br />Cheers,<br />GustavoGustavo's Tradeshttps://www.blogger.com/profile/10318651374855413975noreply@blogger.comtag:blogger.com,1999:blog-4049167043965640947.post-44868967487766047992010-03-16T21:39:05.562-07:002010-03-16T21:39:05.562-07:00If you did use end of the day data would you have ...If you did use end of the day data would you have been able to sell the 540 for any decent credit or would you still sell the 535? I think the problem on the call side is that the vols are too low to get any credit at least 3 strikes away from the oex entering price. One big up day and the position is in trouble and you start to feel pain. I dont know what the vols were during the back test period but I would check to see how the position did in a low vol environment.Anonymousnoreply@blogger.com