DTR Trading

A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.

Showing posts with label BWB. Show all posts
Showing posts with label BWB. Show all posts
Sunday, October 29, 2017

Broken Wing Butterfly Price and Volatility - CDN

›
In the last two posts ( RTT  and 60/40/20 ), we looked at how implied volatility (IV) and price of the option strikes in two broken wing bu...
2 comments:

Broken Wing Butterfly Price and Volatility - 60/40/20

›
In the last post , we looked at how the implied volatility (IV) and price of the option strikes in Road Trip Trade (RTT) changed with time. ...
4 comments:

Broken Wing Butterfly Price and Volatility - RTT

›
With SPX implied volatility (IV) so low for months now, and with a strong up trending market, butterflies have been challenging to trade. Ab...
›
Home
View web version
Powered by Blogger.