I'm still figuring a lot of this stuff out, and I'm trading Bitcoin options. Something that was frustrating me is that there is a non-trivial gap...
I'm actually completely baffled right now. My current position has: Negative theta Neutral Vega Positive Gamma And yet I'm STILL losing money.
Good advice Mike, thanks :)
Just to add a little learning I've done today - I didn't realise that what I was talking about had a name: gamma scalping. And that the theta of...
If I have an aggregate position with a positive gamma, should I still be delta neutral? I feel like I'm giving up the positive benefits of being...
Yes :) Thanks for the reply! But I still need the market data in the first place to fit the spline. I guess there's nothing but market forces and...
Quick bit of background. I'm adding a little options market making into my normal crypto derivatives trading, and I'm currently writing the...
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