Quick question: what is the optimal ratio of portfolio delta dollars to NAV ?

Discussion in 'Options' started by tonyf, Sep 25, 2020.

  1. tonyf

    tonyf

    .By optimal I mean adequate in terms of risk reward.
    ..By NAV: net liquidation value
    ...Portfolio delta dllrs aggregate as calculated by TWS
     
    #1     Sep 25, 2020
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