What tickers do you prefer for short vol strategies and why?
Been mostly trading SPY, QQQ, and IWM for IC setups — good liquidity, tight spreads, and reliable IV behavior.
Curious what tickers the community prefers and why. Individual names? ETFs only? Sector ETFs?
What's on your short vol watchlist right now?
Posted by Sebastian_28saas
1 Comment
for IC setups the ETFs make sense, spreads are tight and you’re not taking directional risk on a single name. SPY/QQQ are fine for that. but for CSPs where i actually want to potentially get assigned and run the wheel, i go individual names. MSFT, META, AMAT, AMZN, occasionally GOOGL. IV is higher, the credit is actually meaningful, and if i end up holding shares i don’t mind. ETF IVR rarely gets high enough to make the pure CSP math compelling vs what you can collect on a single name after an earnings move or sector flush.