An investor correctly predicted that the market would go sideways and implied volatility would collapse, and he

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An investor correctly predicted that the market would go sideways and implied volatility would collapse, and he has a profitable atthe-

money long iron butterfly. Now he believes volatility has gotten too low, and he would like to have a long volatility position. If he covered the short straddle component, this would leave him with a _____________.

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Related Book For  book-img-for-question

Option Spread Strategies Trading Up Down And Sideways Markets

ISBN: B003O2SXRI

1st Edition

Authors: Anthony J Saliba ,Joseph C Corona ,Karen E Johnson

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