<p>Show notes: <a href='http://optionalpha.com/show96'>http://optionalpha.com/show96</a></p><p>Today we wanted to use our new options backtesting software under our Trader&apos;s Toolbox to run some credit spread backtests on DIA. Namely, we were trying to determine if selling options during higher implied volatility markets actually generates a higher net credit for the position or not? Plus, we tweaked the allocations just a bit as well to see how different positions sizes impacted returns, drawdowns, and sharpe ratios.</p>

97: Expected vs. Actual Win Rates When Selling Options [SPY Short Strangle Backtest]

At Option Alpha we are devoted to empowering traders with simple, powerful tools supported by world-class research and education. For far too long the options industry has been fragmented, lagging, and unnecessarily complex. By developing industry-first automation technology, enhancing data and information accessibility, and nurturing our thriving community at every level, Option Alpha is changing the way people trade options forever. We’re more than just a software company; we’re leading a movement of traders at every level who are unlocking more freedom through improved and expanded options.