回复：I think I got you

来源: putwriter 于 2006-06-13 20:05:46 [] [旧帖] [给我悄悄话] 阅读数 : (259 bytes)
回答: 回复：delta neutral continuously？ 由 putwriter 于 2006-06-13 19:50:23

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.

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• :-) Thanks! -豺狼- ♀ 给 豺狼 发送悄悄话 (174 bytes) () 06/13/2006 postreply 20:11:10

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