Hi All,Is there an appropriate way to choose the call strike of a risk reversal?Actually, my purpose is simply to play the ATM vol and the skew as purely as possible. The modified risk reversal is constructed in such a way that it has zero gamma. The stock is used in order to get a zero delta.RR = Put(K1) – n * Call(K2)The 3 unknowns are K1, K2 and n.Let’s suppose that K1 is such that Put_Delta(K1) = -25%For a given K2, n is such that the total gamma =0My question is: Is there a criterion to choose K2? K2 could be such that Call_Delta=25%, or 110% of ATM spot, or ….Presently, I am using a symmetry criterion : K1*K2 = Forward^2. But, I have no justification for this.Perhaps there is a mean-variance criterion that could help….Thank you.