when delta = 0, i.e no long or short deta, a position

Trader-Michael · 2011-04-06 10:26:23Z

when delta = 0, i.e no long or short deta, a position简介

来源: Trader-Michael 于 2011-04-06 10:26:23 [档案] [旧帖] [给我悄悄话] 阅读数 : (259 bytes)

回答: "delta neutral hedging" by itself, by design, 由 putwriter 于 2011-04-06 10:16:50

gets completely hedged, when the market is moving up, you may not make money since theta and vega is decling, when the market is moving down, you must make money since vega is climbing. specially, the hedging is done with underlying other than options.

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• now we are getting somewhere -:) -putwriter- ♂ (201 bytes) () 04/06/2011 postreply 10:29:41

• you are good at your strategy. -Trader-Michael- ♂ (0 bytes) () 04/06/2011 postreply 10:35:51

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