why not selling a strangle in that case?

it matches your view better and is more delta-neutral.

所有跟帖： 

• because I want to get the best return I can get from calls and p -huntridge- ♂ (0 bytes) () 04/03/2013 postreply 09:30:59

• your delta is 1. -njrookie- ♂ (359 bytes) () 04/03/2013 postreply 09:43:03

• Trying to make money from more straddlers has much higher -huntridge- ♂ (173 bytes) () 04/03/2013 postreply 09:56:33

• do not take unnecessary risk -njrookie- ♂ (52 bytes) () 04/03/2013 postreply 09:31:38

• I see limited down and up sides for now. -huntridge- ♂ (0 bytes) () 04/03/2013 postreply 09:48:22

• that is exactly why you want to be delta neutral -njrookie- ♂ (24 bytes) () 04/03/2013 postreply 10:01:35

• My actual delta is 1.5 -huntridge- ♂ (0 bytes) () 04/03/2013 postreply 10:12:30