Thursday, July 21, 2011

Delta-Neutral Option Trading Strategies

I personally don't agree with everything this guys says but figured it would helpful to some of you... 

1 comment:

  1. The best time to establish the trade is when implied volatility is at high levels, because shorting Vega is equivalent to selling volatility. While this won't guarantee a profit, it greatly improves your chances to profit. The more the underlying asset moves away from the given strike price, the more valuable the option. Thanks for your valuable time.