Timeline for Why are options trades supposed to be delta-neutral?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Jul 16, 2011 at 14:01 | comment | added | nicolas | hey stop the massacre... or give constructive comment. my answer is reasonable if not complete. of course you can give the answer by the book, but that's not where it stops ! | |
| May 28, 2011 at 16:49 | comment | added | nicolas | "or so they say" because if you tell me that vol does not change with spot, I propose we do business together. | |
| May 28, 2011 at 16:48 | history | edited | nicolas | CC BY-SA 3.0 |
added 352 characters in body
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| May 28, 2011 at 16:32 | comment | added | nicolas | the theory book says that. call it 2nd order derivative, convexity, or volatility, they are just different facets on the same thing. | |
| May 23, 2011 at 0:26 | comment | added | chrisaycock | or so they say... Who says this? Options traders are interested in volatility. | |
| May 22, 2011 at 19:23 | history | undeleted | nicolas | ||
| May 22, 2011 at 19:21 | history | deleted | nicolas | ||
| May 22, 2011 at 19:19 | history | answered | nicolas | CC BY-SA 3.0 |