delta hedging

  1. M

    Greek Option Trader

    i am starting this thread for discussion about the option greeks . like delta , gamma , theta , vega , rho and etc..
  2. M

    30% returns with Delta hedging options

    Hello All, I'm thinking to execute following strategy. Options expert please advice whether this is appropriate and doable. I want to take position in long dated nifty options So chosen range is Short 7500 CE (delta : -0.24) Short 5000 PE (delta : 0.12) Now considering this, I...