I buy long-term straddles ATM, and try to sell the short-term strangles centered ATM with the calls and puts generally between 20-30 deltas...
Thank you for sharing your strategy--this is very informative. I personally have not used the more long than short strategy for this, as I would...
I have been experimenting with index-based double diagonals, long back-month straddles and short rolling front-month/week stranglesââ¬âwith...
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