Comment on Application of Option Greeks

Karthik Rangappa commented on 26 Aug 2014, 04:11 PM

Srinivas, I’m assuming you are referring to my reply to Mr.Guru Rao

If yes, well it actually is the right thing to do, unfortunately it is not straight forward, therefore seems a bit cumbersome 🙂

Selling ATM options is quite risky, especially at the start of the series, and when you don’t have a view on volatility.

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