Selling option premium or shorting volatility has often been compared to picking up dimes in front of a steamroller. Despite the risks and the not-too-distant blow-up of VIX- related products earlier this year, more money than ever is piling into these strategies.
And recent reports and data suggest that returns are shrinking, meaning people are now picking up pennies at the risk of being flattened by an adverse event.
The… Continue reading at StockNews.com