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  1. Selling calls against Leaps

    I agree that both strategies will have the same results over a long time period,but not month by month my statedly sharpe ratio(piece of mind for...
    Post by: IV_Trader, Aug 21, 2005 in forum: Options

  2. Selling calls against Leaps

    1.Sell 10 calls 30 days for 1.36 (total=1360) Buy 14 calls 60 days for 1.92(total=2688) at next exp XYZ at 32 , P&L=(-1328) 2.Sell 10...
    Post by: IV_Trader, Aug 21, 2005 in forum: Options

  3. Selling calls against Leaps

    no,I meant to compare two strategy: 1.Short call 30 days and long call 60 days 2.Short straddle 30 days and long straddle 60 days. All the...
    Post by: IV_Trader, Aug 20, 2005 in forum: Options

  4. Selling calls against Leaps

    run scenario for calls only vs. the straddle play. Stock at 40 , IV at 30,short ONE month , long TWO month,ratio 1.40. If month from now XYZ=36...
    Post by: IV_Trader, Aug 20, 2005 in forum: Options

  5. Selling calls against Leaps

    what do you think about buying ATM leaps straddle and selling Current Month the same straddle(with ratio and preferably with some skew). Other...
    Post by: IV_Trader, Aug 20, 2005 in forum: Options

  6. Selling calls against Leaps

    Test
    Post by: IV_Trader, Aug 20, 2005 in forum: Options
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