Forums
>
Pricing & Modelling
>
strangle and probability
Page 1 of 1
Display using:
Oldest to newest
Newest to oldest
immediate_blood
Total Posts: 3
Joined: Sep 2021
Posted:
2021-10-11 13:35
Assuming I sold an OTM call and OTM put options which is a short strangle strategy. How can I get a rough estimate of the probability that the call strike is hit first instead of the put strike?
Previous Thread
::
Next Thread
Notify me when someone replies to this thread
Bookmark this thread
Page 1 of 1