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  1. Ohad Osterreicher
    January 14, 2022 @ 5:58 am

    Hey, great content as always (:

    Have you thought of using the same strategy but with gold future options?
    I mean, GLD options have a relatively small notional value. So if someone wanted to implement this strategy on a larger account, he could achieve a higher capital efficiency by writing gold FOP (e.g., fewer commissions, spreads, etc. drag). What do you think?

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    • spintwig.com
      January 14, 2022 @ 9:32 am

      Thank you!

      Yes. Performance should be identical-to-slightly better due to commission efficiency of FOPs. I chose GLD as the underlying as it is more accessible (eg: smaller accounts can trade it) but it can indeed be supported by notionally-larger instruments.

      Reply

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