March 14, 2018

Options Backtesting Results

Historical average return: +$110.71 (backtested over 18.2 years)
Historical success probability: 52.0%

Summary

Call options on the XLF Financials ETF are seeing higher volume than usual as traders are anticipating higher interest rates to increase equity values in bank stocks. These call options are currently trading near their median value over the past several years, making them a comparably inexpensive way to play the knock on effects of higher interest rates on equities.

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