Did you calculate how much margin you need to keep all options short position? Actually, short both call and put at the same time without hedge is very dangerous.
【在 b******r 的大作中提到】 : short spy calls : short spy puts : no stop loss : hold forever : If you still lose money, man, only God can save you.
k*8
9 楼
is it going to be better than bank interest? why not just short vix all the way?
【在 b******r 的大作中提到】 : short spy calls : short spy puts : no stop loss : hold forever : If you still lose money, man, only God can save you.
b*r
10 楼
Maybe not. It could underperform the market tremendously. If you only don't want to lose money, buying CD is better.
【在 k********8 的大作中提到】 : is it going to be better than bank interest? : why not just short vix all the way?