Straw poll - anyone using Long Volatility strategies in equities or equity index markets using equity options or other vehicles? Interested to hear of strategy approaches and timeframe - daily, intraday, etc. No need to give away any jewels - just interested in general views given current conditions.
-E.
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when volatility is trending up on the SPY you could by a one month call and put with the same delta.
Agree with you on the long straddle with 30DTE.
Perhaps another similar strategy is to use shorter DTE straddles or strangles, with the idea that these are underpriced in the volatile conditions we've seen in recent months, and which may continue given the macro economic shift with Fed balance sheet reductions and interest rate increases, as well as the fear, uncertainty and doubt around tariffs, etcetera.
hi i traded this live on my options account using 2 and 3 week options. the time decay ate up some of my profits. I would need a big price move like 10$ within a couple days within one direction in order to profit on less than 4 week DTE
With the current volatility large moves are occuring (>>1.5SD) but you do need to be selective in the choice of underlying and also dynamically manage the position.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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