Natty continues to be whippy, keeping volatility historically high.
Tastytrade IVR = 77.9 as of 12/25/25
Selling OTM 30 Delta puts have been paying off directionally .
However, the real gains will come when the Vol collapses.
With Natty at these levels , will be looking at IRON CONDORS 20 deltas and less on the wings.
Will also be keeping duration rather short , staying in Jan & Feb 26 expo’s …
Tastytrade IVR = 77.9 as of 12/25/25
Selling OTM 30 Delta puts have been paying off directionally .
However, the real gains will come when the Vol collapses.
With Natty at these levels , will be looking at IRON CONDORS 20 deltas and less on the wings.
Will also be keeping duration rather short , staying in Jan & Feb 26 expo’s …
Trade like Leonidas as if its your last stand everyday !
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Trade like Leonidas as if its your last stand everyday !
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。