Trading options vs underlying

Discussion in 'Options' started by traider, Aug 17, 2017.

  1. oh that diagonal...! that would definitely work :) ... I have not been able to predict up or down spikes > 55% on a portfolio level so I tend to stay away from spreads that incur big debits. That "reverse" diagonal you have incurs a big debit vs. OTM put calendars which are "teenies"....
     
    #41     Aug 23, 2017
    baggerlord likes this.
  2. atrp2biz

    atrp2biz

    Yeah, it is a big debit. I added contracts on the short side to reduce the debit and delta. Sold 1.3 fronts for each back.
     
    #42     Aug 23, 2017
    baggerlord likes this.