Complex option strategy with superior risk-reward profile?

Mr. Atticus...

Before the question, I am going to be in the Hot August Nights in Reno in two week, let me know if I can buy you dinner?

Secondly...I would like to know your opinion on the weekly expiry options showing what seems to be a higher IV than the historical... one, is there a skew that you're aware of that is making this happen, something I haven't thought of? Looking at both equities and SPX for example.

You've seen me post that I love to sell strangles, keeping those thetas coming in.... and, of course we see the higher IV on both puts and calls due to conversions etc.

Would love to hear your thoughts, the "old man" may be missing something.....

Let me know about dinner, Aug 9-11...

Don
 
Quote from samer1:

A useful comment, saying a lot about you.
More...
I did the same you did: I kept a "secret", because you kept a "secret".

The only difference is that I know both "secrets", and the other difference is that you are irritated and I'm laughing.

Put a mirror in front of you before you comment a post of mine. A suggestion for the future, which I hope you will disregard, so that you remain ignorant.:eek:
 
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