C clarodina Jan 3, 2017 #1 Anyone knows good option strategies having positive vega and positive vomma?
S Stymie Jan 3, 2017 #3 clarodina said: Anyone knows good option strategies having positive vega and positive vomma? More... The poor mans covered call with ATM long vs ITM long should give you a positive Ultima and achieve your goal. Buy longer dated ATM call and sell shorter dated OTM call.
clarodina said: Anyone knows good option strategies having positive vega and positive vomma? More... The poor mans covered call with ATM long vs ITM long should give you a positive Ultima and achieve your goal. Buy longer dated ATM call and sell shorter dated OTM call.