Hi everyone,
I was wondering if, in order to hedge against binary events like earnings, it makes sense to sell higher strikes against your leaps, converting them into spreads for a short period of time ( weeks) to avoid iv crush or downside.
Hi everyone,
I was wondering if, in order to hedge against binary events like earnings, it makes sense to sell higher strikes against your leaps, converting them into spreads for a short period of time ( weeks) to avoid iv crush or downside.