Recent content by vol_newbie

Wouldn't the calendar profit on the spread between front and back month vol? I hand´t heard about the straddle swap, I'll check it out

It is widely known that pnl for a delta hedged single option position is on average proportional to spread between IV and HV. I am wondering which (delta hedge) option position has pnl proportional to IV direction, if any. Background on this is tryng to trade pre-earnings IV increase on a delta...

do you mean opportunities in low volume equity options?

I was not asking whether it is feasible to operate like that with a retail trading account. I was asking whether it would be profitable enough to be an interesting trade for a retail trader, given the volume and fees structure presented to that kind of trader

I have been reading much material on volatility trading and I am wondering whether it is something suitable for a retail trader given the margins and costs (of delta hedging) it implies, or is it something only worth to institutions. Is there anything left for regular ETers? If so, what would...

Is there usually any long or short predominant bias on pure volatility, delta hedged books? In my mind, it would make sense to try to equalize long and short vegas to have as neutral a position as possible to cater for big crashes. Plus, if you have a view on overall market volatility you're...

sle, do you do this within the same universe (ie single name equity, equity index, commodities?), or in between them?