Forum: Options
September 16th, 2012, 08:47 PM
|
Replies: 7
Views: 10,737
The problem with ATM strikes is 2 fold:
1)...
The problem with ATM strikes is 2 fold:
1) delta is 60 or less, meaning if the stock price moves 1.00, your option moves .60 or less. It's pretty rare that SPY moves 1.00 in a day, much less a few...
|