<p>The 2020 Selloff has been the most rapid selloff in the 21st century, which resulted in large losses for directionally-neutral premium sellers.</p> <p>tastytrade discusses how strangles of various deltas have performed in different types of selloffs compared to the long term average, and the types of losses to expect in selloffs of different velocities.</p>

The 2020 Selloff has been the most rapid selloff in the 21st century, which resulted in large losses for directionally-neutral premium sellers. tastytrade discusses how strangles of various deltas have performed in different types of selloffs compared to the long term average, and the types of losses to expect in selloffs of different velocities.

Varying Deltas and Selloffs

It's not always easy to take the measure of a market, whether you've been trading for a day or a decade. On this segment we look under the hood—options probabilities, volatility, trading strategies, futures, you name it—so your trading mechanics are built to manage more winners.

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Varying Deltas and Selloffs

Varying Deltas and Selloffs