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Re:Half of US stock fund assets are now invested in index funds by naveen99 on Monday May 27, 2019 @09:35AM (#20022058)
sell at the money monthly straddles to finance the otm puts ?
Re:Half of US stock fund assets are now invested in index funds by mrigor on Monday May 27, 2019 @05:16PM (#20025310)
selling insurance to buy insurance defeats the point, ATM options only pay for expected moves so you have no protection gain with your strategy
Re:Half of US stock fund assets are now invested in index funds by naveen99 on Tuesday May 28, 2019 @03:18PM (#20033384)
The point is giving up some upside gain for downside protection. You are net selling insurance, with a slight bullish bias.