Kannan
1 min readMar 5, 2019

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Yes — your understanding is correct. If its deep out of the money, the contract will anyway close at zero; else close the position on expiry day and open a new 10% OTM strangle in the near month. Repeat these steps as long as you wish to continue the trade.

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Kannan
Kannan

Written by Kannan

President — CQF Mumbai Society | Machine Learning in Finance | Data Science Specialist | https://www.buymeacoffee.com/kannansi

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