i also follow a strategy of "buying the probability curve".. i figure if skew is essentially a mean reversion to neutral at expiry, and the "edge"...
what we're doing now is a combination of skew as mean reversion and skew as a directional assumption.. we're definitely heavily focused on...
so, i'm not thinking of opening trades as butterflies.. i'm considering opening trades, and then converting them to risk-free butterflies if the...
next time you're looking at an index look at the prices for a call and put equal distance from the stock price.. in a perfectly efficient and...
it depends on the volatility skew.. if there is put skew - i.e., indexes and most large caps - then selling OTM puts will give you a long term...
perhaps i'm misunderstanding something here, but in this case, why exercise the contracts? wouldn't you be better off a) closing the puts for a...
stock where calls are overpriced is known as positive volatility skew (or call skew).. there are much, much, much better ways to take advantage of...
if you're gonna just buy options and look for high leverage, you need to look at volatility skew and combine that with your directional bias......
that definitely makes sense.. it's a little tricky figuring out how to manage spreads that are doing the opposite of my overall account - if the...
thanks for the tip about vol weighting.. that's been one of the things i kind of intuitively have been leaning towards, the idea that position...
a friend of mine pointed me to one of dest's posts about a month back and i learned a LOT from him, so most definitely! i'll check out same laze...
Hi, I'm new to the forum, but I've been exploring the world of trading volatility skew for a short while now. This led me down the road of the...
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