Recent Content by MasterAtWork

  1. Calculating option strike by inputting delta.

    You would need to know implied volatility for a given delta. If you can't get it, you won't be able to use the previous formula.
    Post by: MasterAtWork, Mar 23, 2012 in forum: Options

  2. Option Question about Delta

    This is a "reasonable" measure.
    Post by: MasterAtWork, Jan 9, 2012 in forum: Options

  3. Option Question about Delta

    To get a ‘pure’ linear exposure to the skew, a simple ( var swap – gamma swap ) spread would be « reasonable » enough. You then just...
    Post by: MasterAtWork, Jan 8, 2012 in forum: Options

  4. Option Question about Delta

    You may be right Martin. Of course those various points are all well-known, that's what makes me get started. Anyway, My bad.
    Post by: MasterAtWork, Jan 8, 2012 in forum: Options

  5. Option Question about Delta

    No Robert, It would be a 25% chance if the underlying followed a brownian motion and it had a drift that equals cost of carry. And it's wrong in...
    Post by: MasterAtWork, Jan 8, 2012 in forum: Options

  6. Option Question about Delta

    Sorry If I’ve been rude, « big swinging dick », « bullshit », ....were not part of my words, but I will improve myself. Let me be clear...
    Post by: MasterAtWork, Jan 8, 2012 in forum: Options

  7. Option Question about Delta

    You may be right Martin. My point was just to say that delta is not a probability at all, and I thought that could be helpful for newbies....
    Post by: MasterAtWork, Jan 8, 2012 in forum: Options

  8. Option Question about Delta

    The same way you're going to share Fields Medal with sle.
    Post by: MasterAtWork, Jan 7, 2012 in forum: Options

  9. Option Question about Delta

    No !
    Post by: MasterAtWork, Jan 6, 2012 in forum: Options

  10. Option Question about Delta

    +1
    Post by: MasterAtWork, Jan 6, 2012 in forum: Options

  11. Option Question about Delta

    You can call every friend you got : a delta is not a probability. Is it clear ?
    Post by: MasterAtWork, Jan 6, 2012 in forum: Options

  12. Option Question about Delta

    An answer ? Maybe not.
    Post by: MasterAtWork, Jan 6, 2012 in forum: Options

  13. Option Question about Delta

    Quote me, you be safer.
    Post by: MasterAtWork, Jan 6, 2012 in forum: Options

  14. Option Question about Delta

    Keep editing you're missing the point. An answer maybe ?
    Post by: MasterAtWork, Jan 6, 2012 in forum: Options

  15. Option Question about Delta

    Please could you elaborate, it's starting to be funny. Do you thing that delta is a probability (because that's OP's question, remember ) ?
    Post by: MasterAtWork, Jan 6, 2012 in forum: Options