BITO Cashflow: 1.8% ROI in 5 Days - Rolling Covered Calls & Assignment Management

Introduction: Managing Multiple Contracts After Assignment

When running the continuous wheel strategy on BITO Bitcoin ETF, assignments create opportunities to scale covered call positions while building inventory at progressively lower prices. This tutorial demonstrates managing a four-contract BITO position following yet another cash-secured put assignment, showing the complete decision process for rolling existing covered calls, adding new contracts, and managing multiple positions simultaneously while maintaining accurate cost basis tracking.

The walkthrough addresses the critical question every option seller faces when approaching expiration: should you roll your covered calls to collect additional premium or leave them to expire and potentially face assignment? The decision requires analyzing extrinsic value remaining, comparing premium available at different strikes and expirations, and understanding how your cost basis determines which strikes eliminate assignment risk while still generating acceptable income.

This video captures a real weekly workflow on a paper trading account, documenting the process from reviewing last week's transactions through recording new positions, processing a cash-secured put assignment, analyzing the updated cost basis, and planning the next week's covered calls and cash-secured puts. The position has grown from initial single contracts to four covered calls and is now adding a fifth contract, demonstrating how assignments build covered call inventory that scales weekly premium collection.

Rolling Decision Framework: The optimal time to roll covered calls occurs when extrinsic value drops to $0.05-$0.10 per share (often called a "nickel" in options terminology). At this point, most of the option's value is intrinsic (the difference between stock price and strike), meaning you can buy back the position cheaply relative to the premium you can collect by selling a new contract at a future expiration.

Reviewing Last Week's Assignment and Transactions

The tutorial begins by examining the account statement in Think or Swim to identify which transactions executed during the previous week. This systematic review ensures no transactions are missed and provides the data needed for accurate record keeping in the cost basis tracking system.

Cash-Secured Put Assignment Identified

The account statement shows a cash-secured put assignment occurred over the weekend. The position details reveal:

  • Strike price: $28.50 (the obligation price at which shares would be assigned)
  • Assignment date: Friday April 26, 2024 at expiration
  • Assignment price: $28.50 per share
  • Quantity: 100 shares (one contract)
  • Total capital deployed: $2,850
  • Current BITO price at time of recording: $27.70

The assignment occurred because BITO closed below $28.50 at Friday's expiration. When a cash-secured put expires in-the-money (stock price below strike), automatic assignment delivers shares to the put seller at the strike price regardless of the current market price. This converts the cash-secured put position into 100 shares of BITO stock, immediately creating inventory for a new covered call contract.

The video notes a critical workflow error: the recording was paused at this point, and the trader had already completed much of the transaction entry and assignment processing before resuming the recording. This real-world oversight demonstrates the importance of documenting every step as it happens rather than attempting to recreate the workflow after the fact.

Transaction Components to Track

Although the actual data entry was not captured on video, the completed transaction history shows the components that must be recorded for the cash-secured put that was assigned:

  • Original cash-secured put sale: Premium collected when the put was initially sold (appears in transaction history as credit)
  • Commission and fees: Brokerage charges for opening the position (typically $0.65 commission plus $0.02-$0.05 in regulatory fees)
  • Assignment transaction: Recording the 100 shares acquired at $28.50 strike price
  • Assignment date: Settlement date when shares appeared in account (typically Monday following Friday expiration)

The video jumps to showing the completed MyATMM cost basis screen with all transactions already recorded, displaying the updated position summary showing now 400 total shares held after this fourth assignment.

Covered Call Transactions from Previous Week

Beyond the assignment, the account statement shows covered call activity from the previous week including:

Two Covered Call Contracts Rolled:

The position included two covered call contracts approaching expiration with minimal extrinsic value remaining. The trader executed rolling orders that bought back the existing contracts and simultaneously sold new contracts at a future expiration. The roll collected $0.77 in net premium after accounting for the cost to close the existing positions.

One New Covered Call Contract Added:

On the shares from a previous week's assignment, a new covered call was sold collecting $0.62 in premium. This brought the total covered call position to three contracts before the current week's assignment added the fourth contract worth of shares.

The transaction history shows these entries with dates, premium amounts, commissions, and net credits, all contributing to the total premium collected that reduces the cost basis with premium calculation.

Position Summary: 400 Shares and Growing Inventory

After recording all transactions and processing the assignment, MyATMM displays the updated position metrics revealing the current state of the BITO wheel strategy position.

Current Holdings and Cost Basis

The position now consists of:

Position Component Quantity Details
Total Shares Owned 400 Accumulated through four cash-secured put assignments
Covered Call Contracts 3 active Expiring May 10 at $30.50 strike (covers 300 shares)
Uncovered Shares 100 From most recent assignment, available for new covered call
Average Assignment Cost $30.25 Simple average of all assignment prices
Cost Basis With Premium $28.44 Assignment cost reduced by all premium collected

The $30.25 average assignment cost represents the weighted average price paid to acquire shares through the four assignments. Each assignment occurred at the strike price of the cash-secured put that was assigned, with assignments occurring at various strikes as BITO declined over the strategy timeline.

The $28.44 cost basis with premium is the critical metric for strike selection decisions. This calculation takes the total capital deployed in assignments ($30.25 × 400 shares = $12,100) and subtracts all premium collected from covered calls and cash-secured puts, then divides by share count to get the effective per-share cost including income collected.

Unrealized Position Status

With BITO trading at $27.70 at the time of recording, the position shows:

  • Unrealized loss on shares: ($30.25 - $27.70) × 400 shares = $1,020 paper loss based on assignment cost
  • Unrealized loss including premium: ($28.44 - $27.70) × 400 shares = $296 paper loss based on cost basis with premium
  • Premium collected reducing loss: $1,020 - $296 = $724 of paper loss offset by premium

This analysis reveals that premium collection has already recovered 71% of the paper loss calculated on assignment costs alone. The position only needs BITO to recover to $28.44 (instead of $30.25) to reach breakeven, making recovery significantly more achievable despite the stock trading below the average acquisition price.

Total Premium Collected for April

The dashboard displays monthly statistics showing $737.73 in total premium collected during April 2024 across all BITO transactions. This includes:

  • Cash-secured put premiums from new positions sold
  • Covered call premiums from new contracts opened
  • Net premiums from rolled covered call positions
  • All income generated minus commissions and fees

The monthly total provides context for evaluating strategy performance. Collecting $737.73 in premium on a position that required approximately $12,100 in capital deployment represents a 6.1% monthly return on capital, or approximately 73% annualized if this rate continued consistently (though option premium varies significantly month to month based on volatility and market conditions).

Rolling Covered Calls: Analyzing Extrinsic Value and Strike Options

With three covered call contracts expiring in 12 days at the $30.50 strike and BITO trading at $27.70, the position sits $2.80 out of the money with minimal assignment risk. However, these contracts show only $0.05 in extrinsic value remaining, making them prime candidates for rolling to collect additional premium while potentially adjusting the strike downward.

Understanding Extrinsic Value as the Rolling Trigger

Options consist of two value components: intrinsic value and extrinsic value. For out-of-the-money options like these $30.50 calls with BITO at $27.70, all value is extrinsic (time value and implied volatility). The video shows these contracts trading at $0.05, meaning you could buy them back for just $5 per contract ($0.05 × 100 shares).

The rolling decision framework uses extrinsic value as the trigger:

  • Extrinsic value above $0.10: Hold the position, enough time value remains that early rolling sacrifices too much premium
  • Extrinsic value at $0.05-$0.10: Prime rolling territory, can close positions cheaply while selling new contracts collects significant premium
  • Extrinsic value below $0.05: Position essentially has no value, can close for pennies and immediately open new positions

At $0.05 per share ($15 total to close three contracts), these covered calls present an excellent rolling opportunity to collect fresh premium without sacrificing significant remaining value.

Evaluating Strike Price Options

The video demonstrates analyzing different strike prices for the rolled position by examining the option chain in Think or Swim. The analysis considers rolling from the current $30.50 strike down to $30.50 at a future expiration, comparing expirations to find optimal premium.

Current Week (May 3 expiration - 5 days away):

  • $30.50 strike: Shows no premium available
  • Rolling to same strike same week offers no benefit
  • Verdict: Not viable

Following Week (May 10 expiration - 12 days away):

  • $30.50 strike: Available at $0.13 mark (midpoint between bid and ask)
  • Net premium: $0.13 collected minus $0.05 paid to close = $0.08 net credit
  • Premium for 3 contracts: $0.08 × 300 shares = $24 total
  • Time extension: Adds 7 days to position (from 5 days to 12 days out)
  • Verdict: Decent premium for one-week extension

Two Weeks Out (May 17 expiration - 19 days away):

  • $30.50 strike: Available at approximately $0.26 mark
  • Net premium: $0.26 - $0.05 = $0.21 net credit
  • Premium for 3 contracts: $0.21 × 300 = $63 total
  • Time extension: Adds 14 days (from 5 days to 19 days out)
  • Comparison to one-week roll: $0.26 is exactly double the $0.13 one-week premium
  • Verdict: Premium increases linearly with time, no extra benefit for going further out

The analysis reveals that premium scales proportionally with time. Since the two-week $0.26 premium is exactly double the one-week $0.13 premium, there's no advantage to locking the position for an additional week. The video concludes that rolling to May 10 (one week out) provides optimal flexibility while collecting reasonable premium.

Executing the Rolling Order

To execute the roll in Think or Swim, the process involves:

  1. Right-click on the existing covered call position (3 contracts at $31 strike, May 3 expiration)
  2. Select "Create Rolling Order" from the context menu
  3. The platform pre-populates a roll to next week at the same strike
  4. Change the expiration from default (May 10) back to May 3 to see current week strikes
  5. Confirm no premium available at same strike current week
  6. Change expiration to May 10 (the target expiration)
  7. Verify strike is $30.50 (can adjust if desired)
  8. Review the net credit: $0.13 per share ($39 total for 3 contracts)
  9. Click "Confirm and Send" to queue the order

The rolling order is structured as a two-legged trade that executes simultaneously: buy to close the May 3 $31 calls, sell to open the May 10 $30.50 calls. The platform displays the net credit of $0.13 per share, which represents the difference between the premium collected on the new sale and the cost to buy back the existing position.

An important note about rolling order pricing: the video mentions that when placing rolling orders, the trader typically accepts the platform's calculated net credit without attempting to improve it. While single-option sales can often be filled at the mark (midpoint) or slightly better by adjusting the limit price, rolling orders involve two simultaneous transactions where trying to improve the net credit often results in no fill. Accepting the displayed net credit typically results in fills within minutes during market hours.

Selling the Fourth Covered Call: Building Consistent Weekly Income

After rolling the three existing covered call contracts to May 10 at the $30.50 strike, the position now holds 100 uncovered shares from the most recent assignment. This creates an opportunity to write another covered call contract, bringing the total to four contracts and increasing weekly premium collection proportionally.

Strike Selection for the New Contract

The strategic decision involves selecting the appropriate strike for this fourth covered call. The cost basis analysis provides the framework:

Cost Basis Constraints:

  • Assignment cost basis: $30.25 (average price paid for shares)
  • Cost basis with premium: $28.44 (effective cost after premium collected)
  • Current BITO price: $27.70

Selling a covered call at any strike above $28.44 eliminates the risk of realizing a loss if assigned. Since the existing three contracts are at $30.50 (well above the $28.44 cost basis with premium), matching this strike on the fourth contract maintains position consistency and ensures all covered calls would deliver profit if assigned.

Premium Analysis for $30.50 Strike, May 10 Expiration:

Examining the Think or Swim option chain shows:

  • Bid: $0.16 (what the market will pay you immediately)
  • Ask: $0.20 (what sellers are asking)
  • Mark (midpoint): $0.18
  • Target limit price: $0.18

The video demonstrates setting the limit price at $0.18 (the mark) rather than accepting the $0.16 bid. This technique works reliably for single covered call sales: the order typically fills at the mark within minutes during regular trading hours as market makers adjust their spreads. Accepting the bid price immediately costs $0.02 per share ($2 per contract), which adds up significantly across dozens of weekly trades throughout the year.

Order Entry Process

To sell the fourth covered call in Think or Swim:

  1. Navigate to the Trade tab showing option chains
  2. Locate the May 10 expiration row (12 days out)
  3. Find the $30.50 call strike
  4. Left-click on the Bid price ($0.16) to initiate a sell order
  5. The order ticket populates: Sell to Open, 1 contract, $30.50 call, May 10 expiration
  6. Change the limit price from $0.16 to $0.18 (the mark)
  7. Verify contract details: 1 contract = 100 shares covered
  8. Review premium: $0.18 × 100 = $18 total credit (minus $0.65 commission)
  9. Click "Confirm and Send" to queue the order

The order now appears in the working orders queue alongside the rolling order for the three existing contracts. Both orders will execute when the market opens Monday morning, provided BITO opens near Friday's closing price and option premiums remain similar to Friday's levels.

Weekend Order Planning Strategy

The video emphasizes an important workflow consideration: these orders are being queued on Sunday during the recording, meaning they will not execute until Monday's market open at 9:30 AM Eastern. This weekend planning approach allows thinking through strategy without time pressure, but requires understanding that:

  • Option premiums shown on weekends reflect Friday's closing prices
  • Monday's opening prices may differ significantly if Bitcoin moves over the weekend
  • Wide bid-ask spreads on weekends often tighten substantially when the market opens
  • Orders placed at weekend prices may not fill if Monday's pricing differs

The video acknowledges this limitation, noting that the actual order placement and adjustment will occur Monday morning when live pricing allows setting realistic limit prices that will actually fill. Weekend planning establishes the strategic framework (which strikes, which expirations, how many contracts), while Monday morning execution handles the tactical pricing decisions.

Premium Collection Scaling: Adding the fourth covered call contract increases weekly premium collection by approximately 33% compared to three contracts. If three contracts collected $39 from the roll, four total contracts collecting similar premium would generate approximately $52 per week. Scaling from one contract initially to four contracts quadruples weekly income without increasing individual position risk since each contract still only covers 100 shares.

Playing Both Sides: Setting Up the Next Cash-Secured Put

The continuous wheel strategy involves playing both sides of the position simultaneously: selling covered calls on shares you own while also selling cash-secured puts to generate income from cash reserves and create potential for additional assignments that build inventory further. This dual-income approach maximizes premium collection whether the stock moves up, down, or sideways.

Cash-Secured Put Strike Selection

With BITO trading at $27.70, selecting the appropriate cash-secured put strike requires balancing premium collection against assignment probability and strike desirability. The video examines the $27.50 strike as a potential target.

$27.50 Strike Analysis (May 3 expiration - 5 days away):

  • Current BITO price: $27.70
  • Strike: $27.50 (slightly out of the money, $0.20 below current price)
  • Premium available: $1.16 bid, $1.28 ask, $1.24 mark
  • Target price: $1.24 (the mark)
  • Total premium: $1.24 × 100 = $124 (minus $0.67 commission and fees)
  • Net credit: $123.33

The strategic assessment considers:

Assignment Probability:

With the strike only $0.20 below the current price, assignment probability is moderate to high. If BITO declines $0.21 or more by Friday's expiration, assignment will occur, adding another 100 shares at $27.50. This would be the fifth assignment, bringing the total position to 500 shares.

Strike Desirability:

The $27.50 assignment price is attractive for several reasons:

  • Lower than the current $30.25 average assignment cost, improving dollar cost averaging
  • Lower than the $28.44 cost basis with premium, further reducing effective cost
  • Positions the average cost closer to current market price if assigned
  • Creates another 100 shares to sell covered calls against, adding to weekly premium potential

Adjusting Premium Expectations

The video demonstrates a tactical adjustment to the cash-secured put premium target. Rather than placing the order at $1.24 (the mark), the trader adjusts down to $1.22, giving up $0.02 per share ($2 total) to potentially improve fill probability.

The reasoning behind this adjustment reflects experience from previous weeks where orders placed at the mark sometimes did not fill when BITO's price jumped around significantly at market open Monday morning. The price volatility changed option premiums enough that the mark from Friday afternoon no longer represented a fillable price Monday morning, requiring manual intervention to adjust orders and resubmit.

By preemptively pricing slightly below the mark at $1.22 instead of $1.24, the order has a better chance of filling even if BITO opens Monday slightly higher than Friday's close. The $2 premium sacrifice is viewed as worthwhile if it eliminates the need to monitor and manually adjust the order Monday morning.

However, the video also questions whether this adjustment actually helps, noting that if BITO jumps $1.00 higher at Monday's open, a $0.02 premium discount will not matter—the option premium will change dramatically and the order still won't fill. The trader is experimenting with this approach but remains uncertain whether it provides meaningful benefit.

Order Entry for Cash-Secured Put

To sell the cash-secured put in Think or Swim:

  1. Navigate to the Trade tab and locate the May 3 expiration (upcoming Friday)
  2. Scroll down to the Puts section of the option chain
  3. Find the $27.50 strike row
  4. Left-click on the Bid price to initiate a sell order
  5. Verify the order ticket: Sell to Open, 1 contract, $27.50 put, May 3 expiration
  6. Adjust the limit price from $1.16 (bid) to $1.22 (slightly below the $1.24 mark)
  7. Confirm collateral requirement: $2,750 (the strike price × 100 shares)
  8. Review net credit: $122 after $0.65 commission and fees
  9. Click "Confirm and Send" to queue the order

The cash-secured put order now joins the covered call orders in the working orders queue, showing four total orders planned for Monday's market open:

  • Roll three existing covered calls (buy to close May 3 $31, sell to open May 10 $30.50)
  • Sell one new covered call (May 10 $30.50)
  • Sell one cash-secured put ($27.50 strike, May 3 expiration)

If all orders fill, the position will collect approximately $162 in total premium: $39 from the covered call roll + $18 from the new covered call + $122 from the cash-secured put minus approximately $17 in total commissions and fees.

Account Reconciliation: Verifying Perfect Accuracy

The final critical step in the weekly workflow involves reconciling the tracking system's calculated account value against the broker's reported account value. This verification ensures all transactions have been recorded correctly and no errors have accumulated in the cost basis calculations.

Reconciliation Process

The video demonstrates navigating to MyATMM's dashboard, which displays total account value calculated from all positions, cash balances, and collateral requirements. The dashboard shows: $89,662.

Switching to the Think or Swim account statement, the broker's reported total account value shows: $89,662.

The exact match confirms:

  • All cash-secured put transactions recorded with correct premiums
  • Assignment processed and saved to permanent transaction history
  • All covered call transactions recorded correctly
  • Commission and fees properly accounted for
  • No missing or duplicate transactions
  • Current positions valued correctly at market prices

Monthly Premium Tracking

Beyond account value reconciliation, the video shows checking monthly premium statistics. MyATMM's dashboard displays April 2024 premium collection: $737.73 total for the month.

This monthly tracking provides context for evaluating strategy performance. Premium collection varies significantly based on:

  • Market volatility levels (higher volatility = higher premiums)
  • Stock price movement relative to strikes
  • Number of contracts being managed
  • Frequency of assignments and rolls
  • Strike selection decisions (more aggressive strikes = higher premium but higher assignment risk)

Tracking monthly totals allows comparing performance across different market environments to understand which conditions favor the strategy and which require defensive positioning or reduced position size.

Rolling vs. Assignment: Strategic Framework for Decision Making

One of the most valuable aspects of this tutorial is the explicit discussion of when to roll cash-secured puts versus accepting assignment. The video acknowledges that the approach demonstrated—accepting repeated assignments to build a large share position—represents a specific strategy suitable for paper trading accounts or traders with substantial capital.

Capital-Efficient Rolling Strategy

For traders with limited capital who want exposure to multiple stocks, the video explains that rolling cash-secured puts would be the preferred approach instead of accepting assignments repeatedly. Rolling allows maintaining option positions across several tickers without accumulating large share positions that consume all available capital.

The rolling mechanics involve:

  1. Monitoring cash-secured put positions as they approach expiration
  2. When extrinsic value drops to $0.10 or less, evaluate rolling opportunities
  3. Buy to close the existing cash-secured put
  4. Simultaneously sell to open a new cash-secured put at a future expiration (typically one week out)
  5. Collect net premium (new sale price minus closing cost)
  6. Maintain similar collateral requirement without taking assignment

When Rolling Makes Sense

The video establishes several conditions that favor rolling over assignment:

  • Limited capital availability: When you want positions in multiple stocks but lack capital to accumulate shares in all of them
  • Capital efficiency priority: When you prefer keeping capital liquid and flexible rather than locked into share positions
  • Premium remains attractive: When rolling forward one week collects enough premium to justify continuing the position
  • Stock fundamentally sound: When you would be happy to eventually own shares but want to collect more premium first
  • Assignment timing not ideal: When you want to delay assignment (perhaps for tax reasons or to avoid ex-dividend dates)

When Assignment Is Strategic

Conversely, accepting assignment makes sense when:

  • Sufficient capital available: When you have capital specifically allocated for building positions through assignments
  • Position building goal: When you want to accumulate shares to maximize covered call inventory
  • Rolling offers poor premium: When the net credit from rolling forward is minimal (less than $0.10 per share)
  • Dividend capture opportunity: When the stock pays attractive dividends and owning shares adds income beyond option premium
  • Long-term bullish thesis: When you believe in the stock long-term and view assignments as opportunities to build positions at good prices

The 30-Day Rolling Limit

The video establishes a personal rule of never rolling cash-secured puts beyond 30 days out. This guideline maintains capital flexibility and prevents tying up collateral for extended periods. The exception is rolling to the next monthly expiration even if slightly beyond 30 days, but never rolling to quarterly or longer expirations.

This 30-day limit ensures:

  • Regular opportunities to reassess the position and market conditions
  • Flexibility to exit or adjust if thesis changes
  • Capture of short-term premium decay (theta) which accelerates in the final 30 days
  • Ability to adjust strikes frequently as stock price changes

Key Takeaways: Systematic Multi-Contract Management

Managing multiple covered call contracts following assignments requires systematic workflow, accurate record keeping, and strategic decision making about rolling versus assignment. The process scales as position size grows, with each additional contract adding proportional premium collection without increasing per-contract complexity.

Essential Implementation Principles

  • Monitor extrinsic value as rolling trigger: When extrinsic drops to $0.05-$0.10, rolling becomes attractive
  • Compare expiration options: Analyze premium available at one-week, two-week, and monthly expirations to find optimal time-to-premium ratio
  • Match strikes for consistency: Keeping all covered calls at the same strike simplifies management and creates clearer assignment scenarios
  • Use mark pricing for single option sales: Orders typically fill at the midpoint (mark) rather than accepting the bid price immediately
  • Accept net credit on rolls: Don't try to improve rolling order pricing; the displayed net credit usually represents the fillable price
  • Play both sides simultaneously: Sell covered calls on shares you own while also selling cash-secured puts on available capital
  • Reconcile weekly: Compare tracking system account value to broker statement every week to catch errors immediately
  • Track monthly premium totals: Monitor total income collected each month to evaluate strategy performance across different market conditions

Rolling Decision Framework

Roll when:

  • Extrinsic value drops to $0.10 or below
  • Rolling forward collects at least $0.10 per share in net premium
  • You want to preserve capital for other opportunities
  • You prefer maintaining option positions over holding shares

Accept assignment when:

  • You have capital allocated for position building
  • Rolling offers minimal premium (less than $0.10 net credit)
  • You want to maximize covered call inventory
  • The stock pays attractive dividends
  • Long-term bullish thesis supports accumulating shares at current strikes

Scaling Implications

This tutorial demonstrates managing four covered call contracts simultaneously, showing how the workflow scales as assignments build inventory:

  • One contract: $13-$20 weekly premium (depending on strike and volatility)
  • Four contracts: $52-$80 weekly premium (4x the single contract rate)
  • Weekly management time remains constant regardless of contract count
  • Rolling orders handle multiple contracts in single transactions
  • Record keeping complexity remains manageable with proper tracking systems

The continuous wheel strategy creates a compounding effect where assignments build covered call inventory that generates increasing weekly premium, which further reduces cost basis with premium, making future assignments even less risky as the effective breakeven price declines continuously.

Risk Disclaimer

Options trading involves significant risk and is not suitable for all investors. Selling cash-secured puts obligates you to purchase shares at the strike price if assigned, which can result in substantial losses if the underlying stock declines significantly. The continuous wheel strategy requires sufficient capital to handle multiple assignments, and accumulated positions can show unrealized losses for extended periods during market declines.

Rolling covered calls delays assignment but does not eliminate assignment risk. If the stock price rises above the strike, assignment will occur regardless of how many times the position was rolled previously. BITO carries unique risks as a Bitcoin futures-based ETF including extreme volatility, Bitcoin price risk, futures market risks, tracking error, and regulatory uncertainty surrounding cryptocurrency markets.

The 1.8% ROI referenced represents premium collected relative to assignment cost for a single transaction and does not represent guaranteed or typical returns. Premium collection varies significantly based on market volatility, stock price movement, strike selection, and time to expiration. Past performance does not guarantee future results.

This content is for educational purposes only and should not be considered financial advice. Always consult with a qualified financial advisor before implementing options strategies.

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Original Content by MyATMM Research Team | Published: April 28, 2024 | Educational Use Only