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Showing results for tags 'delta'.
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And of course, a lower delta reveals a less responsive likely reaction among option contracts, to movement in the underlying. Delta and other so-called “Greeks” are used by many traders to compare option values and volatility. The other three most often cited are Gamma, Theta and Vega....
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The Delta is one of the most important Options Greeks. General The delta of an option is the sensitivity of an option price relative to changes in the price of the underlying asset. It tells option traders how fast the price of the option will change as the underlying stock/future m...
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The following video shows how the Theta impacts options pricing. It examines few live examples of different options strategies. Download video and slides: Options Greeks - The Theta.wmv Options Greeks Theta.pptx
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Managing Risk For More Than One Position
Mark Wolfinger posted a article in SteadyOptions Trading Blog
This trader is short two put spreads. One in YHOO (Jul 23/24) and the other in RUT (Jul 920/925). These positions began as iron condors and the calls were covered at a cheap price. "I’m not sure of what I should do. When adding these two positions together, the ‘portfolio’ is too delta long for my c... -
Good afternoon. I see morningstar has option chains and some interesting data from a web interface. Does anyone know what they mean when they are showing delta as a %? Thank you! http://quote.morningstar.com/Option/Options.aspx?ticker=FSLR
