Getting short Volatility

[EliteTraderNYC]

Is there a good way to get short volatility without exposing yourself to any price risk?

 

[OTM-Options]

Is there a good way to get short volatility without exposing yourself to any price risk?

No .............. You are at the mercy of the underlying. "Big" moves on the underlying trumps "high priced" options.

 

[enjoytrading]

Variance swaps.

 

[cdcaveman]

Is there a good way to get short volatility without exposing yourself to any price risk?

Trade vix options.. Risk reversals and the like....

 

[EliteTraderNYC]

How do you do variance swaps?

Variance swaps.

 

[cdcaveman]

You can't trade variance swaps... Only otc

 

[rmorse]

Is there a good way to get short volatility without exposing yourself to any price risk?

Using VIX futures and/or options might be your best bet.

Bob

 

[EliteTraderNYC]

Thats not the type of trade i was implying. You know how IV goes way up before an event then after that, theres whats called a vol crush.

Using VIX futures and/or options might be your best bet.

Bob

 

[rmorse]

Like before/after earnings?

 

[EliteTraderNYC]

Yes around events.