Figures & data
Figure 1. Accumulated gains of selling put options at true-market prices QQQ.
Figure 2. Accumulated gains of selling put options at true-market prices DIA.
Figure 3. Accumulated gains of selling put options at true-market prices SPY.
Figure 4. Accumulated gains of selling put options at B-S prices QQQ.
Figure 5. Accumulated gains of selling put options at B-S prices DIA.
Figure 6. Accumulated gains of selling put options at B-S prices SPY.
Figure 7. New accumulated gains of selling put options at B-S prices QQQ.
Figure 8. New accumulated gains of selling put options at B-S prices DIA.
Figure 9. New accumulated gains of selling put options at B-S prices SPY.
Figure 10. Each profit of selling put options at true-market prices QQQ.
Figure 11. Each profit of selling put options at true-market prices DIA.
Figure 12. Each profit of selling put options at true-market prices SPY.
Figure 13. Each profit of selling put options at B-S prices QQQ.
Figure 14. Each profit of selling put options at B-S prices DIA.
Figure 15. Each profit of selling put options at B-S prices SPY.
Figure 16. ACF and PACF of selling QQQ true-market week option: (a) ACF and (b) PACF.
Figure 17. ACF and PACF of selling DIA true-market week option: (a) ACF and (b) PACF.
Figure 18. ACF and PACF of selling SPY true-market week option: (a) ACF and (b) PACF.
Figure 19. ACF and PACF of selling QQQ B-S week option: (a) ACF and (b) PACF.
Figure 20. ACF and PACF of selling DIA B-S week option: (a) ACF and (b) PACF.
Figure 21. ACF and PACF of selling SPY B-S week option: (a) ACF and (b) PACF.
