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Today we look at Chezz’s advanced option trade on the SPY. This was placed during the ‘financial meltdown’ but shows how there is much opportunity while people are panicking. With high implied volatility (and high implied volatility rank) Chezz saw an opportunity to sell premium. He planned to put on a short straddle but the margin requirements were way to high so he settled for an iron butterfly. While the trade initially went against him, the trade moved back into his favor within a few days and he mechanically managed the trade.

Chezz walks us through how he setup a recent straddle on WYNN. The trade once again takes advantage of high implied volatility and gives him a wide price range to profit from theta or an implied volatility contraction. Combining technical analysis and option probabilities further put the odds in your favor.

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