Option Strategy Question

Discussion in 'Options' started by zctpfg8, Aug 16, 2011.

  1. zctpfg8


    Hi, new to the forums, had a quick question about an option strategy

    If i wanted to originally be flat weighted and parallel vega, then when the market rallies short vega and long gamma, and when the market sells off long vega and short gamma

    How would you construct such a position?