$SDC ๐Ÿ”๐Ÿ“–Those who follow me know that over the past (3) months I've been pounding the table advocating that investors should put their assets to work by being a seller of put and call option premium. ๐Ÿง๐Ÿ’ฐIt's one thing to put this in writing, and another to be able to visualize the potential so I've included a (3) month chart showing expected moves (EM) extrapolated from options pricing and volatility. Over the past (3) months there have only been (2) major breaches of the EM on the put side - both occurred during risk events (earnings and the June 10th market correction). In fact, there were more breaches of the EM on the call side, but only (1) that was sustained over several sessions (April 28 - May 1). In all cases, the premium collected from selling strangles 1.5 to 2 standard deviations 30 days out was both juicy enough and wide enough to maintain consistent profitability. I don't see anything particularly ๐Ÿปish when looking at the put side of the EM. Do you? ๐Ÿค”