Iron ore price, page-2786

Thanks JGPM, sounds a similar return to what tbo350 is getting.

I'm going to do some modelling (paper trading) of this put selling strategy. I've dismissed it in the past but perhaps that was premature.

Can I ask one further question of what timeframe to expiry you typically trade. tbo350 has suggested 4wks to expiry typically. The time value on an option starts to decline rapidly from about 2.5mths out, so I thought you could stretch out to that sort of duration for extra premium and still have good success. Bit of a balance of risk/reward to figure out here.

Do you have a view on an optimum duration for put option selling?

I'll try and test different senario's anyway and come back down the track with what I've found.