Timeline for Delta in Covered Calls?
Current License: CC BY-SA 3.0
4 events
when toggle format | what | by | license | comment | |
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Sep 27, 2013 at 16:11 | comment | added | user2183336 | yes, think of a buy/write as a short put (they're the same thing except for stock rate risks) | |
Sep 27, 2013 at 2:19 | answer | added | jessica | timeline score: 2 | |
Sep 23, 2013 at 5:40 | comment | added | Matt Wolf | Essentially yes, but I would go with a 1 delta for each stock and if the option is written on 100 underlying shares then you adjust accordingly. Most options, taking all markets into account, are not written on 100 units of underlying. | |
Sep 22, 2013 at 22:32 | history | asked | Vtech | CC BY-SA 3.0 |