delta gamma neutral calendar spreads

Discussion in 'Options' started by luisHK, Jan 10, 2013.

  1. Vega as we know is the least reliable Greek,and as BS is the least reliable option pricing formula it is pretty much stick a wet finger in the air, or don't trade any kinds of time spreads.
    I see endless discourse on pricing,but ultimately we can take the trade or walk away,but in a quantum world having observed the prices have we changed something?
    :D
     
    #31     Jun 15, 2013
  2. What a shame hardly any UK options traders these days-so much to be enjoyed and profited from
     
    #32     Jun 23, 2013