Comment on Application of Option Greeks

Vaib commented on 20 Aug 2014, 02:49 PM

Thanks Karthik. On delta neutral, quick question for you – suppose you sell 7800 straddle for combined premium of 300, when the spot was 7700. Now, instead of keeping it till expiry, can you suggest some delta neutral adjustments along the way especially when trade goes against so we get out of straddle position net positive? Nithin – your inputs will also be valuable. Thanks.

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