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New Delta-neutral Portfolio
This morning I built my new delta-neutral portfolio by calculating the delta of these securities:
However, I opened positions in only three of them because the price of Google options is so high:
This is a snapshot of the portfolio at the end of the trading day:
Categories: stock options, volatility
Technorati Tags: stock options, volatility
However, I opened positions in only three of them because the price of Google options is so high:
This is a snapshot of the portfolio at the end of the trading day:
Categories: stock options, volatility
Technorati Tags: stock options, volatility
posted by Benz at 16:17 
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