VIX is near its highest level of the year and this is being reflected in options premiums nearly across the board.
It's also earnings season, so we want to be careful not to get caught in any potential earnings-driven landmines.
With this in mind, I've got a big cap name that has already reported earnings, is trading in a range, and is still exhibiting elevated options premiums -- the perfect recipe for a delta neutral options trade.
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