well said
Did my first earning trade today- JPM Double Calendar.
- Thread starter wartrace
- Start date
oh Yes, we are scams. you are legit. good luck
These are dumb.
The switch value generally will not compensate for the loss to the back vol. You’re also not compensated for modality (dot shots beyond a strike). Post event vols typically hit bottom decile.
I mean it’s obvious that nobody thought of trying to monetize the D1/D2 switch edge (sarcasm). The only decent result is a (near) pin to one of the calendar strikes.
The switch value generally will not compensate for the loss to the back vol. You’re also not compensated for modality (dot shots beyond a strike). Post event vols typically hit bottom decile.
I mean it’s obvious that nobody thought of trying to monetize the D1/D2 switch edge (sarcasm). The only decent result is a (near) pin to one of the calendar strikes.