Mastering Derivatives: Avoiding Active Management of Delta-neutral Trades
Delta-neutral trades require active management. These are trades that involve taking long positions in, say, lower strike calls and short
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Tag: Option selling
Mastering Derivatives: Implied Volatility vs. Historical Volatility: Optimal Approach for Option Pricing
Volatility is the most dominant of the five factors that are used as inputs to price an option. With most
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