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

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