GNTA high IV

Discussion in 'Options' started by AngusP, Apr 28, 2004.

  1. As with any long gamma/delta neutral strategy.
     
    #121     May 4, 2004
  2. Ikspec

    Ikspec

    Do you define your universe with OptionVu or does it scan all options for all U.S. equities? If it scans all of them in a second, I'm impressed and might have to pick up OptionVu. I use some limiting paramaters on Bloomberg, like I won't have it scan options with no volume, etc. but it still takes long enough where I only run it a few times a day.

    Don't worry about the lack of response. Being busy is understandable.
     
    #122     May 4, 2004
  3. Maverick74

    Maverick74

    Yes, the entire universe and beyond. If I want, I can limit my scans to anything I want. Still takes a second though. LOL.
     
    #123     May 4, 2004