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Replies to #16052 on Cycle Trading
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spdpro

08/23/16 5:25 PM

#16055 RE: Duma #16052

look careful at vix OpEx and /vx futs rolls
and again vix and r2k do Not mesh > ""RVX""
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Y worry Murray

08/24/16 9:15 AM

#16061 RE: Duma #16052

But rather than sell puts which really are not worth much, why not just buy SPY, futures or some SPY calls.

Shouldn't that decision be based exclusively on the IV/HV ratio or IV? If the ratio is high sell options if it is low buy options.