Wouldn't the calendar profit on the spread between front and back month vol? I hand´t heard about the straddle swap, I'll check it out
It is widely known that pnl for a delta hedged single option position is on average proportional to spread between IV and HV. I am wondering which...
do you mean opportunities in low volume equity options?
I was not asking whether it is feasible to operate like that with a retail trading account. I was asking whether it would be profitable enough to...
I have been reading much material on volatility trading and I am wondering whether it is something suitable for a retail trader given the margins...
Is there usually any long or short predominant bias on pure volatility, delta hedged books? In my mind, it would make sense to try to equalize...
sle, do you do this within the same universe (ie single name equity, equity index, commodities?), or in between them?
Separate names with a comma.