because I want to get the best return I can get from calls and p

回答: why not selling a strangle in that case?njrookie2013-04-03 09:16:39

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your delta is 1. -njrookie- 给 njrookie 发送悄悄话 (359 bytes) () 04/03/2013 postreply 09:43:03

Trying to make money from more straddlers has much higher -huntridge- 给 huntridge 发送悄悄话 huntridge 的博客首页 (173 bytes) () 04/03/2013 postreply 09:56:33

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