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sorry... the januari strangle of course long... little type mistake.... very sharp...

problem with above strategy: with slow trending you will lose big either way you will lose big ,finally, there is no edge.

for example: dec03 ATM 10 options short. jan04 otm short 12 times (both sides 12 times, below and above,is that a strangle?) and mar04 ATM short 7 times to get vega neutral. Adjusting delta with stock. Maybe a bit different, depending on volatiliy. This above will work with stock at 30, 30...

Continuing this thread... I want to trade options with echotrade account, trading volatility, like a marketmaker, 'scalping' volatility some hundreds dollars a day in some stock-option. How about this? I am also ex floor MM from Amsterdam, so i want to mm a bit, but just by my self from...