Dispersion trade

Discussion in 'Options' started by dh_trader, Jul 27, 2017.

  1. dh_trader

    dh_trader

    Hi,

    Could someone explain to me when you would set up a dispersion trade with atm straddles and when you would choose to set up a dispersion trade with otm strangles?
    What are the pro's and con's for each of these trades?