Hello friends, As in all strategies, success in short straddling is likely contingent in part on practical factors such as liquidity, bid-ask spread, margin requirements, etc. There's also the factor of the underlier's style of price action, i.e. whether it makes abrupt moves (e.g. energies and grains) or more subtle, rounded moves (e.g. short term treasury securities, dollar index, eurodollar). Of course, every market is prone to making sharp moves at times and dull moves at other times, but overall, some markets just seem to carry more statistical volatility risk than others. That's not to say that zippy markets are unsuited to short straddles. The extra premium from the higher IV of those markets may offset any statistical volatility. Therein is the difficulty in choosing a market: Is a slow, dull, market with low premium options better for short straddling, or a bronco of a market with expensive, richly protective options? In view of both practical concerns and the obvious risk of loss due to short gamma, which futures markets are best suited to short straddling in your opinions? Of course, we should consider implied volatility in making a final choice, but how to do that is a whole other topic. Assuming the status of IV to be equal in all candidate markets, what underlying candidate contracts would you consider? Thanks so much for your wisdom and insight!