# Profit target for ATM short straddle based on VWAP

**URL:** https://tradingqna.com/t/profit-target-for-atm-short-straddle-based-on-vwap/198415
**Category:** Algos, strategies, code
**Created:** [September 28, 2026, 1:27pm UTC](https://tradingqna.com/t/profit-target-for-atm-short-straddle-based-on-vwap/198415 "2026-09-28T13:27:49Z")
**Posts on this page:** 1
**Page:** 1

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### Author: ![indranil570](https://tradingqna.com/letter_avatar_proxy/v4/letter/i/a4c791/32.png) [@indranil570](https://tradingqna.com/u/indranil570)
#### Post date: [September 28, 2026, 1:27pm UTC](https://tradingqna.com/t/profit-target-for-atm-short-straddle-based-on-vwap/198415/1 "2026-09-28T13:27:50Z")

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For an ATM short straddle, assuming all other conditions delta , gamma , price etc are favourable, is there a historically reliable **point distance below VWAP** where profit booking tends to be optimal before mean reversion? I don’t have the historical dataset to test this, so even an approximate practical figure from your experience would be greatly appreciated.