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Quick question for the options sellers: what percentage of your P&L do you think comes from theta vs vega on a typical winning trade?
My guess is most people overestimate theta and underestimate the vega tailwind.
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Over enough cycles, you build a convexity position that 95% of retail doesn't have. And when a true tail event hits, that stuff pays.
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The strangle works because both legs earn. Take one off and you're not just selling vol anymore. You're taking a directional bet.
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Just sell the strangle and then focus on reinsurance by buying long dated straddles or strangles separately.
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Buy long term hedges at 3 to 12 months out. They're what help you weather the storm when correlations do go to 1.
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If you could predict what the market considers a strong enough catalyst, you wouldn't need vol trading.
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VRP z-score of 1.34 on 37-day options. The signal is clear: sell this premium.
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The forecast sees realized vol drifting to 25%, but a massive spike isn't the base case. Just be careful this is a headline-dominated market (CPI, Fed confirmations), so scale in slowly rather than going big early.
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You add shares to offset delta. The underlying reverses. You get whipsawed. It reverses again. You get whipsawed again. Result? Everyone ends up making money except you. 📉
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Think of it like a bond. Theta is your coupon and IV is the rate. Gamma is default risk. You collect coupons for as long as the world doesn't end. Some bonds just pay better coupons but with higher risks. There is no free lunch.
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