Variable Delta S&P 500 Theta Capture.


An objective, rules based, high probability option delta selection strategy to capture maximum theta in a risk controlled fashion.

Strategy Inputs.

Technical Market Signals

VIX & SPX Trend-Following

Scoring System for Delta Selection

Risk Control

Skew-adjusted betting

Focus on consistent monthly compounding using a systematic rules based approach for controlling risk using variable delta selection, equalized position sizing, and stop-loss orders.

SPX Theta focuses on 0-day to expiry SPX iron condor selling using a skew adjusted variable delta entry process.

SPX Theta uses several shorter-term SPX and VIX trend following methods to objectively target selling daily variable delta exposure.


When SPX Theta is Bullish:

Call Credit Spreads: Sell lower delta spreads

Put Credit Spreads: Sell higher delta, higher income spreads


When SPX Theta is Bearish:

Call Credit Spreads: Sell higher delta, higher income spreads

Put Credit Spreads: Avoid or sell lower delta spreads

Proprietary Delta Selection using real time data feeds from professional and reliable API feeds.

The SPX Theta strategy uses daily API sourced financial data.


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