Can I read Volatility Trading Insights by Colin Bennett on EtoBox?

Volatility Trading Insights by Colin Bennett by Jesse Davis is a document available to read on EtoBox.

What is Volatility Trading Insights by Colin Bennett about?

This document discusses strategies for trading equity volatility, including call overwriting, protection buying, and choosing option strike prices. It provides details on call overwriting, including that it can yield enhanced returns by selling overpriced calls when volatility is high. The optimal strategy is to overwrite near-dated options at a strike of 103-104% of the current index level. Call overwriting performs best on an index rather than single stocks. The relative performance of call overwriting de

Author

Jesse Davis

Language

EN