Data source: Volatility and option chains use current data from yfinance. Strategy backtests apply this implied volatility to historical underlying prices (hybrid: real spot history, current IV).
| DTE | Avg IV % | Min IV % | Max IV % |
|---|---|---|---|
| 2 | 10.41 | 0.00 | 144.51 |
| 9 | 5.00 | 0.00 | 91.88 |
| 16 | 4.02 | 0.00 | 25.00 |
| 23 | 3.11 | 0.00 | 25.00 |
| 30 | 19.33 | 0.00 | 140.82 |
| 37 | 2.54 | 0.00 | 12.50 |
| 41 | 15.92 | 0.00 | 82.79 |
| 43 | 1.94 | 0.00 | 6.25 |
| 58 | 4.87 | 0.00 | 25.00 |
| 120 | 11.87 | 0.00 | 73.58 |
| 132 | 7.33 | 0.00 | 48.93 |
| 212 | 3.24 | 0.00 | 12.50 |
| Strategy | Total Return % | Win Rate % | Max DD % | Sharpe | Trades | |
|---|---|---|---|---|---|---|
| ▶ | Cash-Secured Put | -3.1% | 94.7% | 3.9% | -0.19 | 19 |
| ▶ | Covered Call | -14.9% | 52.6% | 18.3% | -0.33 | 19 |
| ▶ | Long Call | 8692.1% | 31.6% | 600.0% | 0.43 | 19 |
| ▶ | Long Put | 9993.8% | 5.3% | 900.0% | 0.20 | 19 |