回复:I think I got you

来源: 2006-06-13 20:05:46 [旧帖] [给我悄悄话] 本文已被阅读:

close, but not quite the way delta neutrals do it.

we think AMD will move big, but IV on AMD 25 call is only 10%. We buy 1 call and short 50 shares (delta is 0.5).

If you think it will move down, then put it. that is not what delta neutrals do.