do not take unnecessary risk

来源: njrookie 于 2013-04-03 09:31:38 [] [旧帖] [给我悄悄话] 本文已被阅读： 0 次 (52 bytes)
回答: why not selling a strangle in that case? 由 njrookie 于 2013-04-03 09:16:39

why take direction if your view is about vol?

所有跟帖： 

• I see limited down and up sides for now. -huntridge- ♂ 给 huntridge 发送悄悄话 huntridge 的博客首页 (0 bytes) () 04/03/2013 postreply 09:48:22

• that is exactly why you want to be delta neutral -njrookie- ♂ 给 njrookie 发送悄悄话 (24 bytes) () 04/03/2013 postreply 10:01:35

• My actual delta is 1.5 -huntridge- ♂ 给 huntridge 发送悄悄话 huntridge 的博客首页 (0 bytes) () 04/03/2013 postreply 10:12:30

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