B baggerlord Apr 30, 2013 #831 On the GC fly, you are betting on both direction and a decrease in IV, correct?
A atticus May 7, 2013 #832 Quote from atticus: Also long the GC June 1390/1445/1500 fly from 12.60 (45 mid). More... Out 17.00 (17.50 mid) on the touch of neutrality for a gain of 35% on debit.
Quote from atticus: Also long the GC June 1390/1445/1500 fly from 12.60 (45 mid). More... Out 17.00 (17.50 mid) on the touch of neutrality for a gain of 35% on debit.
A atticus May 7, 2013 #833 Quote from baggerlord: On the GC fly, you are betting on both direction and a decrease in IV, correct? More... Delta as I assumed I'd lose a bit on the IV-line on the body-touch. You trade the curvature to g/t (expressed by d).
Quote from baggerlord: On the GC fly, you are betting on both direction and a decrease in IV, correct? More... Delta as I assumed I'd lose a bit on the IV-line on the body-touch. You trade the curvature to g/t (expressed by d).
