delta neutral

  1. A

    Delta Calculation - Black Scholes Accurate

    Hello , I am trying to be as delta neutral as possible , for weekly bank nifty options. Least affected by movement either side. Using the black scholes calculator requires three inputs : 1. Annual Volatality for Weekly Bank Nifty Options. What should this value be , and where can I check...
  2. M

    Greek Option Trader

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

    Need suggestion for a book for delta neutral option strategies

    Friends, could anybody suggest a book or author for "delta neutral option strategies"?. I have already read George Fontanills, so looking for other authors on this subject to learn more. Thanks.
  4. P

    An (Simple) Option Trade

    Spot Nifty @ 6050 (aprox) Buy (Long) 2000 CE SP 6100 Feb Series @ 97.50 Buy (Long) 2000 PE SP 6100 Feb Series @ 94.50 Following a very simple strategy, on every change of 30-50 points in Nifty will sell some Calls or Puts. Next action @ 6080-6100 or @ 6000-6020 Cheers :thumb: