Best way to measure Vega effect on MTM

Discussion in 'Options' started by TskTsk, Feb 15, 2012.

  1. Interesting concept - yes. Worth looking into - not really. But that's just my Z$2c.
     
    #31     Feb 16, 2012
  2. newwurldmn

    newwurldmn

    Personally I think gamma scalping is a pretty pointless endeavor for retail accounts. Vomma, vannna only matter if you have a 2mm vega position and you are concerned about 100k pnl.
     
    #32     Feb 16, 2012