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The 2004-2005 period was a low vol environment with range bound price action. What Trend following strategies were difficult to execute and options selling was hard due to low premiums. What kinds of strategies would work in this environment? What about Selling longer dated options for higher...

What is your best guess?

If the market moves fast enough, very likely. Liquidity gaps can occur at any time and have become more frequent over the past 10 years. The alternative is to buy a put which you mentioned in reference to the credit spread, but this will weigh down your returns considerably.

Could you please further explain: "Gamma is cheap but everyone's long it, so that keeps the underlying in an even tighter range." Also, interestingly the recent 2017 period saw low VIX coupled with a very bullish move.

What strategies worked?

With the VIX being low and there being little realized and implied vol. How did options sellers survive this time period?

Given the example long spot position in the ES below (or other SP500 equivalent), assuming that the position is held for a week or two, what would be the most cost effective way to insure the long swing trade against anything larger than a 2% loss?

until the market snap back up, or?

Does anybody have experience/success selling put spreads by selling the long protective call when the market is still rising (or topping) and the call is cheap and then selling the expensive put after the market drops? This would seem to improve the horrible R:R of the standard short put...

Most of the time IV ends up being higher than realized volatility, however during huge market sell-offs IV tends to be lower than realized volatility. Despite this why it is considered a good idea to sell rich puts after such a sell-off? In other words, how is it possible to profit off of these...

What do experienced options buyers do in these times who want to bet on volatility without the danger of vol crush? Are long dated or short dated best, where on the skew should one buy?

How tight are your spreads? I am looking to hedge only fast moving market declines (ie. ones during which one cannot adjust positions). Is it possible to hedge most of the decline with deep OTM options (units) that have undefined greeks, but which tend to appreciate in value more during "shock"...

Hi sle, Thanks for joining in. Isn't the distance of the strike to market price very material in deciding whether or not to sell options? If I can obtain a certain premium by selling options 30% out of the money without much leverage than I could during a different period (where SPY spot prices...

It was tough time to trade options, I think. On one hand premiums were inflated which indicates that it was a good time to sell Puts and Calls. However, then came the crash in 2008 which wiped out short sellers. Without a hedge selling premia during that time would have been a very bad idea (or...

With the recent busts of LJM and optionsellers.com, I have been thinking about the feasibility of selling options without risking a blowup. Looking at LJM's performance in 2013 when vol was low appears to indicate that there are times to sell and times to buy (or at least not sell). I have set...

I am looking for an algorithm that identifies parabolic PA (similar to Nasdaq in 2000) on the daily time frame in stocks.

This is exactly what I had in mind. I wanted to buy long positions such that they would insure against violent moves, not slow moving declines which I take it could be protected against by rolling short positions?

Many option sellers employ leverage when selling OTM options to compensate for the low premium received. This exposes them to huge losses during market crashes. Has anyone had success selling slightly closer ATM options which give more premium (with less leverage) during high vol periods and...

Those numbers do sound realistic, but that brings up the issue whether there is more efficient marketing avenues to bring in capital. I am curious how you ended the introductory call without asking for a meeting or soliciting an account opening. It would seem odd to call and announce, "Just so...

The leads you were calling were not in the least even a bit warm? I doubt it. The reaction you'd get these days esp. from HNW individuals to an ice cold call is pretty clear.