Hey Roman from what I could understand from ur video can you pls tell me anything I miss or anything I have to study up also pls share some good papersFirst dive on vol crush * Strat Roman teaches also to create a risk neutral portfolio with option trading (futures in our situation ) this is basic strategy implementation with delta hedging to decrease our risk but can be bad in a gain premium won’t outweigh the loss on a sold option (this is where the straddle comes in )we have to program this but have a drawdown (unrealized loss) at 50% the confirmation for shorts is out the money call spread and otm put spread to define your maximum risk while in net premium , straddles are more premium decay here , its a strike or strikes ( premium or cheap stock price ) to offset the risk of it , now the actually step to profit a set of otm spread call + put strike = the same creating a narrow but profitable path so to narrow it down u know the instuitions have a position so when u put a trade ur call/put is higher so making there trade more valuable is futures contracts to the tea and how to use volatility crush (short position ) Strat , where to get the data from? Earnings releases (news) (economic data (cpi) to calture the market change and capitalize short term gains using volatility rankings , historical implied volatility easy to get , calculate at the money straddle , do not place trades there, premium to risk ratio 1/3 of the strikes , liquid filters (bid ask under .10$) (10$) on the options chain wide spreads eats profit exit /entry (filter contracts ,500,1000 paper trade ( time filter for time decay ) days to expire - pure event driven volatility crush (earnings news ) choose the closest weekly expire to isolate the event for general volatility decay ,30-45 dte, earnings check ( news check before entering in trade in standard premium).