S #scrooge Apr 10, 2021 #1 I starting to sell naked calls in VIX on Friday for the following Wednesday expiration. And buying at least 45 days out VIX call spreads. The IV in VIX in the next three or four weeks is much higher than out 45 days. Its a speculative trade.
I starting to sell naked calls in VIX on Friday for the following Wednesday expiration. And buying at least 45 days out VIX call spreads. The IV in VIX in the next three or four weeks is much higher than out 45 days. Its a speculative trade.
N never2old Apr 11, 2021 #2 have you looked at long 5 mths out calendar spread puts buying an ITM say $30 strike) selling week over week puts ATM if you get assigned you pay the cost or close just before expiry on the short put
have you looked at long 5 mths out calendar spread puts buying an ITM say $30 strike) selling week over week puts ATM if you get assigned you pay the cost or close just before expiry on the short put
