Hello everybody
I was using this Options strat :
Bull Put Spread - QuantConnect.com
I was wondering how to tune the strikes of the itm and otm options to reduce the monthly maximum payout limit / drawdown.
I was looking at never going below -10% monthly payout limit but changing the index of these lines didn't work:
put_strikes = sorted([x.Strike for x in puts])
otm_strike = put_strikes[0]
itm_strike = put_strikes[-1]
Anyone with an idea on how to tune the strike of the OTM option? 😊
Thank you very much
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