About Course:
A Razzle Dazzle (RD) is simply a long (or short) Vertical Roll where the purchase of the further in time expiration long vertical spread is closer to ATM than the shorter-term expiration short vertical spread.
It is designed this way to have the long spread protect the risk of the short spread while also benefiting from time decay (theta).
it includes:
- Class Recordings (~7 hours)
- Handout of Class Slides
- Bonus Class Materials: Write Ups on Volatility Skew, Criteria
Bonus P.O.T. Classes
- Razzle Dazzle and Skew and Rolling Advanced
- Razzle Dazzle Bonus and New Rules
- Example 34 & 35 Clarification of Razzle Dazzle
- What is Razzle Dazzle?
- Adjustments and Key to the Razzle Dazzle (2 classes)
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