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A volatilidade implícita em várias opções de commodities parece estar aumentando. Para aqueles que usam opções para expressar visões ou fazer hedge, como vocês estão abordando isso? Vendendo prêmio na suposição de reversão à média, ou comprando em cenários de potencial breakout?
Anyone considering ratio spreads here? You get to sell some premium while still maintaining some upside or downside protection if things really move.
Selling premium is tempting, but with the current geopolitical landscape, a breakout could be quite violent. I'm hesitant to put on large short vol positions right now.
Definitely noticing the uptick in IV. I'm leaning towards selling some out-of-the-money calls in commodities where I think the upside is capped, hoping for that mean reversion to kick in.
It's a tough call. Historically, elevated IV often does revert, but sometimes it signals the start of a trend. I'm staying patient, observing price action before committing.
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