Delta Neutral - futures io
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Delta Neutral

This refers to an Option Portfolio which has various positions on (some bullish and some bearish) where the cumulative Beta weighted Delta is within a range of -20 to +20. This number can vary by trader. A Delta Neutral portfolio reduces risk if you are directionally wrong about the market direction. Option traders who have a Delta Neutral Portfolio rely on theta decay, and implied volatility overstatement as their main drivers of long term edge

Contributors:  bobwest ,  Silver Dragon 

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