Re: [RT] GEN: The synthetic straddle trade EMC

["Gitanshu Buch" <onwingsofeagles@xxxxxxxxxxxxx>]

Just 1 final note - at these kinds of straddle values on 1 
month away options, I'm a better seller than a buyer of protected volatility 
because implieds are closer to the highs than the lows. All I am waiting for is 
some indication that the iv has peaked.
 
Maybe Mike's choice of example (QQQ) was unfortunate, but I 
hope this exchange between the 3 of us has created some value for the 
list.
 
Gitanshu






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