What sort of makeup would they have to do that?
Long bull diagonals on index would work pretty good imho.
Straddles would require a far less contract exposure compared to the IC. Obv straddles aren't defined risk.
Even if you do find something it won't be there for long.
I think you would be better off looking down another rabbit hole.
You are shorting pure gamma. You won't last long doing that.
Short asym put fly, acts like a limited bear risk reversal.
Probs ya Mum
Greater size from the outset or you increased when you converted?
Did you add much alpha turning your D1 into flies over say just closing the D1 position and move on?
It wasn't that people voted for Labor it's just that they didn't want to vote for the Libs. Bit of a long straw saying Dutton aligning with Trump...
LOL total landslide. Two-thirds of the country didn't even put them as their first choice. Only 3% odd more than the libs.
Wouldn't surprise me if alot of Teals will get up this election. Another record broken on prepoll as nearly a third of people have voted already.
"I’m thinking of a strategy where I buy a Call or a Put and open an opposite position in CFDs" Say you buy a call, then you say you would short...
Hate to disappoint you but options have financing it's called cost of carry. Why don't you give an example doesn't have to be a real one of what...
Nigeria :-) I hear there are lots of great deals coming from there
Lets look an example: L 107 Call S 105 Call S 95 Put L 93 Put There is your iron condor. Lets say price breaks up adding a long cfd turns it into...
Probably a short asym fly in the back month. Gives you a sort of limited bear risk reversal.
Try the synthetic you will mostly get a much tighter spread than going 10% itm on calls. (long 10% otm put + long future)
I do this exact same thing on the OZ market except it is daily timeframe. Using 1 second timeframe is just too tight to be able to trade that way....
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