Market Measures - February 5, 2020 - Historical vs Theoretical Risk

published 2 weeks ago by tastytrade, Inc.

The basic short volatility, directionally neutral trade we employ is the strangle. We have many varieties that we use however: 10, 16, 20, 30 and 40 deltas strangles. What strategy would be optimal if we wanted to get short the most volatility (t...

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