Delta- overnight

Discussion in 'Options' started by bloomberg1, Jul 11, 2019.

  1. How to manage a short VERTICLE call spread in CG futures.

    Combined DELTA current options and underlying is maybe .15

    use stops in underlying in increasing measure


    stop at "xx" for 2 lots

    another stop at "xx" for 3 for a full delta hedge ?

    Last edited: Jul 11, 2019
  2. So you have a position in both the vertical and underlying simultaneously?

    I'd imagine if you're short a put vertical (for example) you'd be short the underlying to hedge the short contracts in the vertical if you're going to hedge.
  3. Short Call buy undy .... "If"