Long Calls
topic on 1 show · 1 statements across 1 episodes
1 statements about Long Calls, every show
Selvala: Shift delta from put spreads to call options when volatility drops
“As vol gets richer, you want to sell more and get more of your delta from the short put spread side. By the way, the market's collapsed, and we're okay selling some more put spreads lower strikes, and selling more vol when vol's really high. And we'll buy less…”