yes, but the cost 24,500 dollars, even with margin is $6000 for 10 deltas
Hedging with option will change the greeks of my position. I only want to hedge delta, withouth introducing new theta and gamma
Hi, I am looking for a way to delta hedge my position on SPX with an instrument that has 10 delta. That is, if I am using the emini I will have...
Great and detailed answer. I am trying to understand how to apply this logic to actual trading, knowing the put verticals are theta negative in...
If that so, butterfly or iron fly is much better composed without the put side, that is - selling call spread on one side and hedging with futures...
If you look at the option chain I've posted, you can see that it is linear in the same direction both for calls and puts.
That makes a lot of sense and it is something I've observed many times, still, my vertical is not ATM. For example, at time of initiating it, it...
Fact is, that the vertical call has a positive theta. I am not saying "it has to be" I am saying that thats the way I observed it. Question is,...
I can't seem to find pricing information
Yup, my position is 2445/2415. But basically you show that most verticals around the money have negative delta, and again - how can that make sense?
So what should I use to calculate my portolio's greeks? I guess you are right, cause the spreads in SPX are huge and calculating off the bid and...
As you can see from the option chain, it is not a one time - the lower you go with the puts, the lower is the theta into the negative zone. Since...
Hi, Trading with IB I have a short vertical put with positive delta, negative vega but negative theta. I can see that going more far out of the...
OK, I've contact indexarb and asked why they removed the weights, this is there reply: "S&P was threatening to launch a lawsuit against us...
BIG APPL - That is exactly what I am looking for. Their site lists dow and nasdaq, but he s&p was removed. nLepwa - You mean they don't...
The document only specify the methodology of the index. Since they aren't balancing it on a minute basis, I need to find out the current weight...
Where can I find a list of the index components with their individual weight? I've searched everywhere (even on s&p site) and nothing......
Using 32bit. Did you have any problems with it or did it all went well out of the box?
Anyone here uses or used Excel DDE client for TWS by interactive brokers? Although I am a Tech guy and a long time programmer, I can't seem to...
Uptick - But they have a minimum of 9.95 or so, then I have to trade at least 10 options at ounce on the SPX, while I prefer legging in smaller...
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