/biz/ - Business & Finance

Okay I think I found a winning spread here

>FFIE has retarded amounts of IV, 300-500% next opex
>sell a guts spread to take advantage of the inflated IV
>both contracts should both execute for a net zero change of shares afterwards
>use a 35d calendar spread to hedge (long to gain gamma, put to hedge downside)
>buy long shares to hedge delta