ratio spread

  1. ananths

    NIFTY Options Ratio Spread Trading

    Hi All, Just wanted to track how ratio spread works in options. I'm considering 2:3 ratio. Strategy:- Buy 2 lots ATM call/put and sell 3 lots OTM call/put. This is basically trading the delta. Example:- Buy 2 lots 6300CE @ 103 (delta 0.39*2 = 0.78) Sell 3 lots 6500CE @ 39...