Depending on the skew you may make more money buying calls and selling the underlying delta heavy.
That's a good idea Alan! Especially if you believe that any upside move will be larger than should be the case. You own the upside gamma cause that's where the exciting moves will be. Thanks for sharing!
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Depending on the skew you may make more money buying calls and selling the underlying delta heavy.
That's a good idea Alan! Especially if you believe that any upside move will be larger than should be the case. You own the upside gamma cause that's where the exciting moves will be. Thanks for sharing!