Sure I could answer if I understood the question. Try again ?
What's delta got to do with it ? The delta of an ATM option is always 0.50, regardless of how far away expiry is. It's Gamma (rate of delta...
Is this for real, or a wind-up ?
Thay also have overheads.
PMSL @ MTE :D
An example of Delta and Gamma neutral would be a box; Short 50 Puts Long 50 Calls Short 55 Calls Long 55 Puts Theory says you should make...
When the delta on your short position reaches an unacceptable limt.
Almost, but not quite. Whereas to calculate d1 interest rates are added so as to include the value of acquiring the underlying now, to...
Delta is not a probability, it is a hedge ratio.
All greek calcs need a volatility input, even RHO.
Why can't he post here ? What's his web address please ?
No, because the holder of an ITM call will exercise the option, so that he will capture the div.
Arnie, Remember you need to look at the underlying forward price, not the cash. There could be a significant difference in value, depending...
Just so I understand that - if for example, every stock in the index first printed at exactly the same time, then the settlement value would...
Making 10% - 15% per month ROI selling naked Puts is easily doable. Making 10% - 15% selling CC's much less so. Even though both strategies are...
Why not just short a naked put and save some $ on commissions ?
You're kidding right ?
I also tend to be fully invested 80-90% of the time. I wouldn't hold capital back because I thought the market would fall - I'd deploy it in...
yip I'm sure you have it right. It's not difficult, and a very useful indicator IMHO.
yip Have a look at a few worked examples here; http://www.miapavia.it/homes/ik2hlb/sr.htm
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