
The Data
The data can be found here.
The Setup
Open
Buy a 70 ~ 100 delta Call
Open 1 trade a month
note: this depends on how much capital you want to risk.
Close
Let it expire
Example of a SPY 80 delta 60 dte long call Trade




The Deltas Up Close
100 Delta


90 Delta


80 delta


70 delta


60 delta


50 delta


40 delta


30 delta


20 delta


10 delta

