Neutral Strategies for Futures Options
Jun 6, 2022
By The Small Exchange
Overview
The straddle is considered the most aggressive neutral strategy in the world of options, and selling the at-the-money straddle can greatly profit from the market not moving. Mike and Frank size up the short straddle using futures options on the Small US Dollar (SFX) market to show how high their potential return on capital (ROC) can get given the efficiency of futures options.
Learn how our experienced derivatives traders enter, manage, and defend the straddle strategy using futures options, and find out if the high potential ROC fits into your portfolio.
Content
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