Strip Straddle

Discussion in 'Options' started by stockoptionstrader, Aug 7, 2016.

  1. Sig

    Sig

    I think this is the fundamental issue. You're assuming mispricing on a very liquid option traded by the most sophisticated portion of the trading population. A mispricing you see and they don't, despite having never sold options before. Possible, I don't know you background you and may have done some extensive work on this, but given what you've conveyed so far it seems pretty improbable.
     
    #11     Aug 8, 2016
  2. Dolemite

    Dolemite

    Buy a /VX future or get synthetically long VIX and sell call spreads against VXX every time it pops and begins to move back down.
     
    #12     Aug 8, 2016