D dagnyt Dec 25, 2008 #11 Quote from jwcapital: To make a long story short, short straddles (iron butterflies) are most successful when VIX is between 18 and 25. More... You are telling us that it took a 'study' to reach the conclusion that a spread that does best when the markets are not volatile and trade within a narrow range - does best when VIX is low. That's not much of a study. Mark
Quote from jwcapital: To make a long story short, short straddles (iron butterflies) are most successful when VIX is between 18 and 25. More... You are telling us that it took a 'study' to reach the conclusion that a spread that does best when the markets are not volatile and trade within a narrow range - does best when VIX is low. That's not much of a study. Mark
