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seen Oct 29 '13 at 13:55

Oct
14
awarded  Supporter
Oct
14
answered Breakeven of a delta-hedged option
Oct
9
comment Breakeven of a delta-hedged option
I don't understand what you mean with break-even. What variable are you targeting with break-even, the stock price at expiry?
Oct
6
answered Is it better to hedge or reduce the position size?
Sep
29
comment Why are there still manual market makers in options
Because there is not enough data. Or the parameters are highly uncertain (dividends, stamp duty's, adr-stamp costs).
Sep
25
awarded  Teacher
Sep
25
comment Pricing options and bid-ask spread
In such a situation just use three curves. Mark one on the ask (as that is your buy curve), one on the bid (your sell curve) and one on the middle as a theoretical curve. The first two curves give you proper mark-to-liquidation valuation for a portfolio while the latter will give you an indicative mark-to-market.
Sep
25
answered Fundamental reasons for the stock price change