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Has anybody actually tried selling systemized naked puts or straddles? I think 12 to 18 delta 30-45 DTE puts might work and I know that 1DTE short straddles get massive IV premium over spot. Also this level of risk clearly isn't for everyone but I am sure there are ways to minimize it.
May 15, 2026 · 04:53 PM · 19 views · Commons
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@quantguild
Roman Paolucci Mod Trader FOUNDER
@quantguild · May 15, 2026 · 05:41 PM
Trader FOUNDER
I’m a fan of short vol in general, lots say it’s akin to pennies in front of a steam roller but I reject the premise because tail risk is a facet of generating return (stupid reason not to do something imo) backtesting these Strats without infra is hard using commoditized infra I dislike it’s too harsh on entries and exit not fluid enough again IMO but certainly viable I know people that have done this for yeeeeears
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