Number of Options

Delta Mapping Method ($ per Trade/DD %)

Normalized Strike Mapping Method ($ per Trade/DD %)

Scaled, Normalized Strike Method ($ per Trade/DD %)

2

55/34.5

66/38.6

75/33.8

3

52/60.4

56/61.5

69/55.0

4

68/48.3

72/44.9

87/42.8

5

56/58.4

58/51.4

78/47.1

6

65/48.9

69/50.9

87/35.0