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 _____________.
LO.1
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Related Book For
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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