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Re: OT: crude option vol & other

Buy straddles and sell strangers is not bad but if you want the gamma to work an ATM call hedged works in my opinion.

Then you have to hedge the gamma though and be very active that way.

If you have a directional bias like wanting to get short. Sell call sprds and buy out via a threeway might eb an alternative. Viceversa if you want to play long delta position.

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OT: crude option vol & other
Re: OT: crude option vol & other
Re: OT: crude option vol & other