now we are getting somewhere -:)

来源: 于 2011-04-06 10:29:41 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

i am option writer. so theta is positive most of the time. when theta is positive, gamma is always negative. so big spike hurts, range-bound helps.

most of my strategy are long vega too.