Understanding gamma – part 1
Leave your thoughtsIntroduction Over the last few posts we have spent a fair amount of time looking at delta as a measure... View Article
Introduction Over the last few posts we have spent a fair amount of time looking at delta as a measure... View Article
In the previous post we looked at the payoff that combined a short call position with a delta hedge such... View Article
In the previous post we had sold 100 ATM call options on Tesla and hedged the delta exposure by purchasing... View Article
Let’s start with a quick recap of a couple of key concepts. Suppose you have bought a 3 month ATM... View Article