Some strategies

Discussion in 'Options' started by clarodina, Jan 3, 2017.

  1. Anyone knows good option strategies having positive vega and positive vomma?
     
  2. Robert Morse

    Robert Morse Sponsor

    Ratio put spread where you buy the extra puts. 2:1, 3:1 etc.
     
    poorboy likes this.
  3. Stymie

    Stymie

    The poor mans covered call with ATM long vs ITM long should give you a positive Ultima and achieve your goal.
    Buy longer dated ATM call and sell shorter dated OTM call.