Forum: Options
August 27th, 2014, 04:47 AM
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Replies: 7,370
Views: 1,986,063
So using Quiktrade to build a short Dec CL...
So using Quiktrade to build a short Dec CL strangle 25 strikes or so OTM yields this :
https://nexusfi.com/attachment.php?attachmentid=154252
Deltas are >0.03, but this threshold is "not...
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Forum: Options
August 27th, 2014, 04:08 AM
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Replies: 7,370
Views: 1,986,063
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Forum: Options
August 26th, 2014, 11:42 AM
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Replies: 7,370
Views: 1,986,063
Ron - why do you ignore delta for CL ?
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Ron - why do you ignore delta for CL ?
Another q, pls : if an option that was around 0.03 delta when you sold it uses up all your 3x margin excess, roughly what will its delta typically have...
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