Thread: Option Strategy Question

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  1. #1

    Default Option Strategy Question

    Hi, new to the forums, had a quick question about an option strategy
  2. #2


    If i wanted to originally be flat weighted and parallel vega, then when the market rallies short vega and long gamma, and when the market sells off long vega and short gamma
  3. #3


    How would you construct such a position?
  4. #4


    Create a condor, then fatten the wings going against the grain.
  5. #5


    Not exactly broken wings, but the condor sure would be turning in circles.

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