looking for option strategy

  1. 1,047 Posts.
    I have found a few stocks that have have wildly different Implied Volatilities for Puts and Calls.

    Calls are around 25%
    Puts are around 40%

    For those interested the stock is QANTAS.

    Obviously the market makers have a downward bias on share price movement.

    To take advantage of this volatility bias I was looking at combination spreads.

    Probably some sort of Calender spread such that short term write Puts, long term buy calls.

    This is implicitly a bullish strategy, and I was looking more at a neutral strategy on these stocks.

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