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  1. Portfolio neutralisation using options

    How do you neutralise delta and gamma of the following portfolio using a option with delta=0.4, Gamma=1.3 and Vega=0.5? Portfolio: Long 500...
    Thread by: Nic88, Apr 28, 2014, 0 replies, in forum: Stocks

  2. Portfolio neutralisation using options

    How do you neutralise delta and gamma of the following portfolio using a option with delta=0.4, Gamma=1.3 and Vega=0.5? Long 500 calls with...
    Thread by: Nic88, Apr 28, 2014, 1 replies, in forum: Options
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