Comment on Greek Interactions

Karthik Rangappa commented on 20 Sep 2015, 05:26 AM

Suresh – you need to comprehend all the Greeks to identify the best possible strikes. However towards the end of this module, I will share few pointers on this. For all other variables you can use a standard B&S options calculator, which is the focus of the next chapter (chapter 21).

Volatility cone is a very interesting concept – I cant guarantee, but we will try and develop a web based tool for this sometime soon.

View the full comment thread »