Nikkei Calendar Flys Touted
Investors should enter a March/June/September calendar fly on the Nikkei 225, selling a June 2014–September 2014 call calendar at a 2:1 ratio with a 16,000 strike and buying a March 2014 16,000 call to mitigate the gamma.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article: