now we are getting somewhere -:)

putwriter · 2011-04-06 10:29:41Z

now we are getting somewhere -:)简介

来源: putwriter 于 2011-04-06 10:29:41 [档案] [博客] [旧帖] [给我悄悄话] 阅读数 : (201 bytes)

回答: when delta = 0, i.e no long or short deta, a position 由 Trader-Michael 于 2011-04-06 10:26:23

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.

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

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