volatility regimes
1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Feb 26, 2018 by Rick Selvala · across every show →
Everything said about volatility regimes, oldest first
Feb 26, 2018 positive
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…”