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  • The Buy/Write ETN as a Substitute for SPY -- Less Volatility, But Where's the Growth? [View article]
    Markets like this last month make delta seem irrelevant, I'd worry more about gamma and rho characteristics at least for the next couple months.
    May 31 14:40 pm |Rating: 0 0 |Link to Comment
  • The Buy/Write ETN as a Substitute for SPY -- Less Volatility, But Where's the Growth? [View article]
    Hey Roger,
    From what I can tell, the Dow Writer DPD is good to look at too. It seems to have better correlation (cross) to underlying volatility, which is an additional benefit over just an index tracker.
    May 31 13:15 pm |Rating: 0 0 |Link to Comment
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