I’ve never put too much weight on where to cover my naked option positions…I’m going to try, holding out, to cover, when delta measured in %/% equals theta measure in %/day, on an absolute basis.
That is all.
Changing Time
Apr 27th, 2009 at 11:35 pm
I’ve never put too much weight on where to cover my naked option positions…I’m going to try, holding out, to cover, when delta measured in %/% equals theta measure in %/day, on an absolute basis.
That is all.
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