dest, take a look at the bynd 2021 DITM call spreads, 15 wide trading around 12-13 at market, a lot better if you can get closer to mid prices. I get the high borrow rate but 2-3 points seems like a lot. What's your take?
Put on a lottery ticket OTM FLY on ES: Minimal risk for big profit if by end of summer we settle in the 2700-2800 range. Vol increase on initial sell off will not help but if we have a hard tank and then rise up to2750 late August, position should do well. Cost so little worth a set and forget for now.