For the past week or so, it's been a feeling to me that markets are setting up for some sideways chop with any directional bias being to the downside from here.
Meanwhile, options volatilities still remain elevated across the board (though well off the March highs) reflecting a lingering fear among market participants of another shoe to drop as the Coronavirus scare continues to effect human health and the global economy.
Against this backdrop, I'm looking for some delta-neutral credit spread strategies to employ. When doing so, I like to scan the most liquid ETFs and look for the ones exhibiting the highest premiums.
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