D dh_trader Jul 27, 2017 #1 Hi, Could someone explain to me when you would set up a dispersion trade with atm straddles and when you would choose to set up a dispersion trade with otm strangles? What are the pro's and con's for each of these trades?
Hi, Could someone explain to me when you would set up a dispersion trade with atm straddles and when you would choose to set up a dispersion trade with otm strangles? What are the pro's and con's for each of these trades?
