Option risk management: Part 5 – What do we mean by volatility?
Leave your thoughtsIn the previous post we looked at the payoff that combined a short call position with a delta hedge such... View Article
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Option risk management: Part 4 – A delta hedged option position
Leave your thoughtsIn the previous post we had sold 100 ATM call options on Tesla and hedged the delta exposure by purchasing... View Article
Option risk management part 3: Delta hedging
Leave your thoughtsLet’s start with a quick recap of a couple of key concepts. Suppose you have bought a 3 month ATM... View Article