SPX PMCC 7 DTE Bundle

Description

Trade log details:

• Symbol: SPX
• Strategy: PMCC
• Short Call
  • Days to Expiration: 7; 3, 11
  • Date Range Start: 2007-01-05
  • Date Range End: 2021-04-28
  • Entry Days: Roll
• Long Call
  • Days to Expiration: 120; 90, 150
  • Date Range Start: 2007-01-17
  • Date Range End: 2021-04-16
  • Entry Days: Roll or when short call expires ITM
• Trade Timing: 3:46pm ET
• Number of occurrences: 793 (734 short calls and 59 long calls)

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