Yes around events.
Thats not the type of trade i was implying. You know how IV goes way up before an event then after that, theres whats called a vol crush.
try google finance
How do you do variance swaps?
Is there a good way to get short volatility without exposing yourself to any price risk?
ur right, not a calender spread which is what i wouldve gone with although i dont really like events trades.
thats a calendar spread so they shorted VOL the later spread makes money when there is a vol crush following earnings but its also skewed. Also...
YUM been lighting up my options screens all week like rudolf the red nose reindeer.
YUM brands weekly options were lighting up my options screens all week like an xmas tree so i figured there would be a big move.
My bread and butter is futures intraday anyway. This strat is only secondary. What do you use to find your trades?
I came up with a strat for this. Just buy a naked very low implied vol stock in a stock with a high beta.
[IMG] condors are profit birds that tend to glide into small stead profits.
You take the actually recent volatility or the implied volatility and use it in a calculation to determine the chances of it reaching a given...
Condor is a much higher rate of success than a fly like 80% or 90% success where as a fly can be much lower, like 10%.
Hey guys what are some ways to mitigate risk on an iron condor? One way of course is to buy a way out of the money option on SPY or some other...
I normally dont buy/sell the stock bc i dont have the $30 mil necessary to open that sort of position.
I agree, dont trade these options bc the spread just makes them untradeable and will eat your profits. If you get a 100% profit its easy to get...
Hey guys is it realistic to assume i could get filled at the mid or slightly below on an iron condor?
Any opinion on this one and related airlines for the next 2 weeks? looks bearish
For a lot of the trades ill make itll be low valued spreads that ill be selling so the .15 makes a huge diff.
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