AAPL Short Strangle Delta Neutral on 10/22/07. AAPL @ 173.74 Sold 10 210 calls @ 1.05 Delta +.11 Sold 10 140 puts @ 1.00 Delta -.11 Delta =...
Here's the GOOG trade. I'll leave the WYNN trade in the original thread entitled: "Trade Critique" GOOG Short Strangle Delta Neutral trade...
I'm going to post several mocks in their own separate threads as advised by another poster. Please critique them and any advice is appreciated....
GOOG Short Strangle Delta Neutral trade entered on 10/22/07. GOOG closed @ 650.75. Sold 5 730 calls @ 1.70 Delta .08 = +40 Sold 5 570 puts...
Sorry for not specifying the month. The expiration month for all trades I'm posting is Nov.
Sorry I made a mistake in the MSFT post. The realized loss on the 8 short MSFT shares is actually 1.60, not 1.04. So the total loss is off by .56.
MSFT Short Straddle Delta Neutral entered on 10/22/07. MSFT @ 30.55 Sold 6 30 Calls @ 1.25 Delta .54 = +324 Sold 7 30 Puts @ .73 Delta -.46...
Yeah, I've looked far and wide on elitetrader, traderji ect. but I can only find some examples such as adjusting every 100 deltas that's off ect....
So I'm kind of in a trade off of taking in lower premium at lower risk vs. selling higher priced options with higher IV (maybe) increasing my risk...?
WYNN Short Strangle Delta Neutral entered on 10/22/07. WYNN trading @ 151.39 Sold 4 175 Calls @ 2.25 Delta .24 Sold 8 125 Puts @ 1.30 Delta...
Hello all, I'm new to trading, spent the last 3 months or so learning about options and stocks, and esp. the last month learning about Delta...
TOS seems the way to go for options trading. Unless you're trading several thousand contracts a month, IB just costs way too much. After...
Where can I learn how to make adjustments properly?
Is 10 delta's considered a lot or a little? What is the way to determine how often one neutralizes delta? :confused:
What is the best way to profit from time decay? I would post a poll or something with some options (no pun intended) to choose from but I'm so...
I would also like to learn about this. I don't know the answer to either question. I've done a lot of searching for info on DN trading I've seen...
Is there a way to use call or put backspreads with delta neutral trading, or is it not even suited for delta neutral? Thanks -Andy
So what would be the correct way to neuter positions (based on the type of trade; long straddle, short strangle, market moving up a lot, a little,...
Yes, but if I'm understanding correctly, IV contraction would hurt a long DN trade, help a short DN trade and vice versa?
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