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Is the NOB spread (long 3 times ZN future and short one time ZB) a way to bet on the next financial crisis without suffering timedecay? https://it.tradingview.com/symbols/spread/3%2ACBOT%3AZN1!-CBOT%3AZB1!/ Thanks

The same goes for the NOB spread...here I chart with a continuos front month conrtract; does that drift happen during trading or at rolling time?

Euro based broker

Hi, I am interest in trading the german yeald curve with a butterfly such long 5yr short 10yr twice and buy the 30yr. When I chart this kind of trade on a 5 year period I see drift and I am wondering if its because of the change in the CTD...

Also, I'd like to know if this is the correct notional value for the aussie gold spread (long 2 aussie futures short one gold future): https://it.tradingview.com/symbols/spread/CME:A6Z2018*2*100000-COMEX:GCZ2018*100/ ($24600 as of now) When it comes to future spread it's easier for mw to...

Ok, so this should be the formula for the crush spread notional value in dollars: https://it.tradingview.com/symbols/spread/CBOT%3AZMZ2018%2A100%2BCBOT%3AZLZ2018%2A600-CBOT%3AZSX2018%2A50/

Hi, I am a beginner with soybean futures and would like to know how dollar values work for soybean oil and meal. If I buy ZS (Soybeans) at 886.00 and sell it at 887.00 I will make $50 How about ZL (Soybean Oil) buy 28.00, sell 29.00 and ZM (Soybean Meal) buy 330.00, sell 331.00? Thanks

So if I want to buy a straddle or slightly strangle I should focus on near expiration rather then 30 days? Thanks

It the skew index a proxy for when it's best to place a butterfly? https://it.tradingview.com/symbols/CBOE-SKEW/

Are atm better then otm for this kind of bet? Less time decay and more liquidity I guess. I think the strategy is doable; I've seen today the SPY 281 aug put going from 2,15 to 3,10 so why not..

The nearer dated the option the more it is all about theta/gamma and less vega impact. Anyway, how can the short month remain unchanged as earnings are approaching?

How about +2 +1 -2 +1 +2?

If there was a swap for retails that pays the difference between implied volatility today and realized volatility in 30 days it would be much easier to extract the (variance) risk premium in options.

It would be interesting to compare term structure (front month / back month) before and after earnings. It could be a bet on the slope of the term structure: short strangle front month and buy strangle back month.

Short calendar spread with puts? https://www.fidelity.com/learning-center/investment-products/options/options-strategy-guide/short-calendar-spread-puts

Short delta spreads?

Although this is not an essential condition raw vega or weighted vega can change sign or reverse. Difficult to give examples, my opinion comes from observation. Two dimension representaion is irrilevant.

What does the SPX volatility surface look like? My understanding is that longer-dated atm options would tend to have higher IV and lower gamma. The funny thing with calendars is that gamma can flip from positive to negative while vega can change sign.