Favorable Conditions :
Fall in volatility.
Range Bound movements.
V shape movements to an extent
Risk factors :
Rise in volatility
High volatility in market with increasing premiums
No decay in premiums
Large Directional Move
Favorable Conditions :
Fall in volatility.
Range Bound movements.
V shape movements to an extent
Risk factors :
Rise in volatility
High volatility in market with increasing premiums
No decay in premiums
Large Directional Move