Published Aug 23, 2026, 12:00 PM ET · Updated 3 months ago · 1 source
Volatility (VIX) impacts the speed of reaching profit targets for SPY strangles
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Original Report
A study will analyze how different levels of VIX (below 20 vs. above 30) affect the time it takes for short 20 delta SPY strangles with 10, 15, and 30 DTE to hit a 50% profit target, using historical data from 2016 to present.