Feb. 13 at 8:19 PM
$SPY would a trading strategy where you sell puts and short shares equivalent of the put delta to be delta neutral (maybe re balance every 0.03 delta move). And your goal is to be delta neutral. You collect premium from the put and proceeds from the share short sale. Then you put all the money into a risk free rate instrument like
$BOXX . Do this all in a portfolio margin account. Can someone tell me if this is a viable strategy?