My choices in these trades are also influenced by the context of
long only IRAs and siphoning off a bit of vol on a long portfolio
which is directly correlated to . The options trades aren't
meant as best practices on options trading in general.
I could use the inverse ETFs but do not want to hold them or
book losses, and the option spreads give a bit of price buffer and
theta decay if I get bad trade location. I could use high
delta in the moneys, particularly with more directional bias, but
that has a bit more risk, too. Certainly welcome any ideas
for more efficiency.
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2015 GDXJ Model Portfolio - SOLD NAKED 2 DAY 40 GDX 19.5 PUTS 22C AT 19.83
Posted by hatefalseweight on 7th of Jan 2015 at 12:30 pm
My choices in these trades are also influenced by the context of long only IRAs and siphoning off a bit of vol on a long portfolio which is directly correlated to . The options trades aren't meant as best practices on options trading in general.
I could use the inverse ETFs but do not want to hold them or book losses, and the option spreads give a bit of price buffer and theta decay if I get bad trade location. I could use high delta in the moneys, particularly with more directional bias, but that has a bit more risk, too. Certainly welcome any ideas for more efficiency.