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For Quadruple Witching Day, 1+% Return with 1 Day Options in the Money

Posted, by optionmaestro on June 19th, 2009

It's Friday June 19, 2009 and it happens to be Quadruple Witching. I assume today will be very volatile and that volatility will explode in the final hour or so of trading. That said, I thought it would be interesting to lay out a few option buy/write ideas that- if they hold at or above current levels (in the money) - will yield at least 1% in one day.

Authored by, optionmaestro
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