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Strategies & Market Trends : Option Spreads, Credit my Debit
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To: jjs_ynot who wrote (1597)8/24/2000 4:44:53 PM
From: OX  Read Replies (1) of 2317
 
hi dave,

i have not, and I really haven't given this much thot (as you will see :-), but is this basically playing volatility skew? I would think this is just one step above arbitrage and that it might not be efficient enough for retail to take advantage of.

feel free to set me straight.
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