Riskless Collars

Discussion in 'Options' started by thenorthface, Dec 24, 2007.

  1. Anyone have an idea how to structure riskless collars?

    The setup has to be long volatilty. This is for a short play (or long). Perhaps something like a modified collar (forward conversion).

    Any help would be appriciated.
  2. MTE


    The only way to get a riskless collar is to leg into it!