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In a message dated 11/29/99 10:00:30 PM Eastern Standard Time,
torfner@xxxxxxxx writes:
<< I've seen this low risk method advertised. What are your returns like
(85-120%/year)? How far out are the put and call positions from the
current market price. I understand you can do a 95% probability
calculation with volatility and sell that position while covering with
the next strike price out. Is that it or is it easier to get the
numbers? I can run those #s. Glad to know someone is actually putting on
the trades with experience.
Thanks
Tim >>
I can let you figure out the returns
i do it aprox 5% above with calls and 5 % under with puts
For me when vix is hi i put 40 calls and 40 further calls
and the same with the puts
and when vix is low i only put 30
Regards,
Ben
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