Recent Content by nobiggie32

  1. Gamma Scalping Question - Purpose

    Gamma scalping, delta hedging... It seems like you need to understand what gamma is first? An option's or option structure's delta exposure...
    Post by: nobiggie32, Jan 17, 2016 in forum: Options

  2. Why not always invest in Deep In The Money / Delta 1 Options?

    Indeed ITM options provide leverage and protection against massive moves. Obviously, you pay a wide spread for that, and options have a certain...
    Post by: nobiggie32, Sep 19, 2015 in forum: Options

  3. Help with SIG Interview Question about Options

    MINE. LOL, gambling? It's as close as free money as it gets to buy for less than 3.5
    Post by: nobiggie32, Sep 19, 2015 in forum: Options

  4. Ballpark ratio of theta/gamma

    The theta/gamma ratio just depends on your implied vol, as easy as that
    Post by: nobiggie32, Mar 7, 2015 in forum: Options

  5. Incorrect Delta

    Delta of an option changes as the underlying changes. As BBRY would move through 10.50 it would gain more delta and finally after the $.5 move it...
    Post by: nobiggie32, Nov 23, 2014 in forum: Options

  6. Sterling risk violation notification

    Hey guys, got a little problem with my Sterling software. Let's say I'm in a long position and I have some offers out to cover. When I have...
    Thread by: nobiggie32, Mar 13, 2014, 0 replies, in forum: Trading Software