An options trading strategy in which the effect of delta is neutralized by combining options with positive delta and options with negative delta to get a complex position that remains same in value provided there is no huge abrupt directional move. The position's delta can be also kept neutral with buying and selling a required number of underlying shares.
Same Terms Found in OptionAutomator’s Content:
An options trading strategy in which the effect of delta is neutralized by combining options with positive delta and options with negative delta to get a complex position that remains same in value provided there is no huge abrupt directional move. The position's delta can be also kept neutral with buying and selling a required number of underlying shares.
Same Terms Found in OptionAutomator’s Content: