OK, so why can't you construct options plays (straddles, strangles, and the like) between options on ETFs of commodities, stock and/or currency indices, and capture the shift that way?
Pretty much everything is monetized in the form of ETFs today, and in many cases, there are options on those ETFs.
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OK, so why can't you construct options plays (straddles, strangles, and the like) between options on ETFs of commodities, stock and/or currency indices, and capture the shift that way?
Sep 04 12:58 pm
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All Comments by David Lentz »Options Trader: Wednesday Outlook [View article]
Pretty much everything is monetized in the form of ETFs today, and in many cases, there are options on those ETFs.
Or did I completely miss the point here?