ATM straddle vs. delta neutral straddle

Discussion in 'Options' started by coolraz, Feb 25, 2007.

  1. MTE

    MTE

    coolraz, as hopback said it above:
    Why do you need a straddle that will be completely symmetrical? And even if you do set it up there's no guarantee that it will be cause the volatility may change assymetrically as the stock moves.
     
    #11     Feb 27, 2007