What do you guys think if I long the emini instead of short the strangle? since it is implicitly short vol!! Anyone done anything like this...
so spy trading at 260 I will need roughly $8000 per short contract
30% of the value of the underlying. But I will be using CFD's to hedge which will free up alot of cash
Okay so I have about 5 names where I think the implied vol spread between the spx and underlying's is understating the future vol spread. I will...
Rob if I want to for example go long AVGO vol and short spy vol because the spread between them is near all time lows. How should I weight the...
I am reading Volatility Trading by sinclair and he mentions in one of his chapters that hedging at realized vol will make p/l noisy but guarantee...
A move to the down side in the index I would rather be long correlation, and long dispersion on the upside. So instead of short the 10D combo on...
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What exactly is the vol line? If I we look at WMT skew, and my theory was that this will flatten out over the next two weeks, I could buy a 2 or 3...
I am reading the thread right now. https://www.elitetrader.com/et/threads/trading-option-pitchforks.244704/ I feel like these guys come up with...
The Backspread is short vega tho, so if the skew did flatten that would usually be from a drop in IV. So even tho you captured the skew, you lost...
On my bloomberg terminal I am able to scan for companies that have the highest/lowest skews. After doing some research, it is proven skew is mean...
Bond XYZ pays 5% annually 1 Delta Put expiring same time will cost me 1% of total Bond value. Does it make sense to lever up on the bonds and...
have you seen opportunity in todays markets, where the auto-makers index 3 month implied vol is trading near all time highs but F or GM 3 month...
If I look at WMT for example, their beta is .5 but there 1M ATM vol is higher then the SPX. I understand that there is company risk which is why...
Has anyone on this forum tried vol arb with success? For example the apparel industry is showing high implied vol while footlocker has extremely...
Does volume cause vol or does vol cause volume?
Term structure of vrx. I will be hedging every 100 deltas, 10x10 contract
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