2
votes
Delta re-hedging with options
Delta hedging with other options would give you exposure to the implied vol dynamics of those options. Delta hedging with the underlying gives you exposure to the realized volatility of the underlying....
Only top scored, non community-wiki answers of a minimum length are eligible
Related Tags
delta-neutral × 40delta-hedging × 23
options × 14
gamma × 11
option-pricing × 7
hedging × 7
delta × 6
option-strategies × 4
volatility × 2
black-scholes × 2
implied-volatility × 2
risk-management × 2
european-options × 2
hedge × 2
programming × 1
fixed-income × 1
stochastic-processes × 1
stochastic-calculus × 1
fx × 1
futures × 1
finance-mathematics × 1
greeks × 1
market-microstructure × 1
modeling × 1
martingale × 1