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November 11th, 2014, 09:16 PM
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Buying Deep ITM vs Synthetic Long trade.....
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TGoat
OK, but a question. Is -.15 deltas equal to 1...
OK, but a question. Is -.15 deltas equal to 1 standard deviation? If not, why 15 deltas, why not 10 or 20, etc.? What is 15 deltas telling you?
Thanks
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November 11th, 2014, 08:37 PM
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12
Buying Deep ITM vs Synthetic Long trade.....
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5,598
Posted By
TGoat
This is interesting, especially the bolded part. ...
This is interesting, especially the bolded part. Could you give an example of what you mean by an efficient price with 15 deltas?
Thanks
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November 11th, 2014, 09:16 PM
November 11th, 2014, 08:37 PM
