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>> No.55187584 [View]
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55187584

>>55187467
>the margin requirements are high to sell calls
I was thinking about this. Have you considered doing the math on the decay factor of the VXX ETN and opening some targeted butterflys for where you expect VXX to be in the future, e.g. pic related? It's fairly predictable in the long term, goes down on average -0.249% per day like clockwork. Butterflys are a very high reward to risk play so you stand to make 3-4x what you open the trade with and risk is defined so no market maker rape

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