CSP XV: WEEK 8 OF 5DTE 1% ETF TRADES
Expiration week 11Nov22. ETFs with weekly options, BarChart 1-month Performance Chart view. Starting this week I’ll try to start noting the spot price, “juiciness” of the ATM Call option, volatility of the options for the given expiration week, and the Expected Move. The last 2 being the numbers shown on the Thinkorswim option chains at the upper right: And juiciness being the Midpoint price of the ATM call that’s just OTM, divided by spot. For example, FAS (above) is at …