Maestro Trader,
I am unable to measure your knowledge about greeks reading the two liner posts in the thread. Can you enlighten us with some serious in-depth truth of greeks in Indian options market?
Just if you tell us that you trade with 'delta, gamma, theta, vega and ...' does not help. Please make some valid points...
I request you to show your expertise on the questions below:
1. How much % theta will decrease PER HOUR before TWO days of expiry?
2. Do you have any VEGA neutral strategy?
3. If IV changes by 2%, then how much DELTA % will change? At least how much stock price will change?
4. How much a strangle will loose value per hour in expiry week given all other things are remains constant?
Don't take it otherways. I just need your views. If you ask the above questions to me, then I will not able to answer. So, I like to hear from you.