Challenge and scrutinize this options strategy!

Discussion in 'Options' started by Hezha Manmi, May 18, 2015.

  1. newwurldmn

    newwurldmn

    yes. but he's running a lot of delta on the 1y. so he should expect to offset that loss with the 1y. It's a moderate downside move that hurts him: vol resets down and he gets naked long delta.
     
    #11     May 19, 2015