For more info you can watch the 4/11 Market Measure episode with the associated slides.
Strangles with Protection
For smaller accounts and to prevent the fat tail risk of a greater than 2 standard deviation move, one can call a strangle with about a 20 delta and buy an another protection on the put. You would loose about a 20% in credit for the extra protection.
For more info you can watch the 4/11 Market Measure episode with the associated slides.
For more info you can watch the 4/11 Market Measure episode with the associated slides.
0 comments:
Post a Comment