Strangle Swap Postions

Strangle Swaps consist of a short strangle along with a long strangle in a further expiration month. Paul discusses the benefits as well as vulnerabilities of these positions. He breaks down these positions into their component parts and shows you how to choose the right strike prices and the appropriate months in order to intelligently allocate your risk between market movement and changes in implied volatility while earning positive time decay. He also explains when and how to adjust these spreads in response to changes in the market by showing you examples using OptionVue 6 software.
 
Run Time: 67 Minutes