Grey Knight on Nostr: midway ok i think i got it (key word "think"). the FOMC meeting led to a thought that ...
midway (nprofile…hcu7) ok i think i got it (key word "think"). the FOMC meeting led to a thought that there would be zero movement. the put side being (naturally) more expensive showing a smaller loss if volatility kicks up and the call side smaller. i guess, in this case, you also hedged down side risk on both sides by buying calls and puts to limit each direction?
really, its a vega strategy coupled with a theta given that you went longer than usual? do you usually hold options to expiry?
Published at
2024-12-24 05:19:20Event JSON
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