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 |