FYI I'm not taking action on any of this, but intrigued. What sort of securities and time periods are you using for this strategy? Do you know if there was any detailed discussion of this strategy that I could find?
1) Sell naked a call and put of equal magnitude with same strike on the same security. 2) Both offset each other as underlying security changes in value. 3) Purchase both back after a month or so and pocket the difference in premium.
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