in my previous blog on stock-straddles i mentioned criteria for finding appropriate etf's. so i have prepared a list of the etf's that satisfy my criteria and i share it with you now:
nonlevered, liquid etf's with liquid options
this was created by scanning all etf's for those that have greater than 600,000 shares traded daily and are optionable. then i winnowed out all leveraged etf's and those whose options were not liquid and added vxx which falls under the designation of etn. i think this list of 35 etf's is surprisingly short considering the thousands of etf's that are clamoring for investor dollars but that is to where i want to shrink my universe. i am currently running stock-straddle trades on the first four.