Overview
Currently, for a single ticker, the recommended options contract is the score'th contract after sorting by mark price. But, this does not account for other greek or market factors.
Acceptance criteria
- Options strategy is updated to be more intelligent
- Options strategy performs reasonably well (outperforms SNP by 10%)
Overview
Currently, for a single ticker, the recommended options contract is the
score'thcontract after sorting bymarkprice. But, this does not account for other greek or market factors.Acceptance criteria