How to Delta Hedge an Options Portfolio
1.8 هزار بار بازدید -
2 سال پیش
-
Delta hedging is a popular
Delta hedging is a popular risk management strategy whereby the options trader offsets deltas accumulated by market movement with shares, options, or futures. Katie and Frank show you how to delta hedge an options portfolio that might be gaining or losing deltas with three separate strategies. First, Katie gives you the dynamics on how deltas flow in and out of your portfolio in a long or short options trade, and then she talks about rolling the other side of the options strategy to mitigate those deltas.
Finally, Frank highlights a few ways to use static deltas in the underlying market S&P 500 ETF (SPY) shares or Small Equities 400 (SMES) futures to hedge deltas midway through an options trade.
Contents:
0:05 How to Delta Hedge an Options Portfolio
0:30 Whether You're Buying or Selling Options, Deltas will Accumulate
3:05 An Example with a Delta-Neutral Strangle in SPY
6:35 Managing Deltas by Rolling your Put Option
7:25 Managing Deltas by Buying Shares
8:00 Managing Deltas by Buying Small Futures
Need a succinct guide to getting started with futures? Check out our Beginner’s Guide to Futures: https://smallexchange.com/futures-tra...
To access Small Exchange futures, you will need a futures trading account. Choose a broker that fits your needs: https://smallexchange.com/futures-bro...
Follow Small Exchange:
Twitter: Twitter: small_exchange
Facebook: Facebook: smallexchange
© 2022 Small Exchange, Inc. All rights reserved. Small Exchange, Inc. is a Designated Contract Market registered with the U.S. Commodity Futures Trading Commission. The information in this advertisement is current as of the date noted, is for informational purposes only, and does not contend to address the financial objectives, situation, or specific needs of any individual investor. Trading futures involves the risk of loss, including the possibility of loss greater than your initial investment.
Finally, Frank highlights a few ways to use static deltas in the underlying market S&P 500 ETF (SPY) shares or Small Equities 400 (SMES) futures to hedge deltas midway through an options trade.
Contents:
0:05 How to Delta Hedge an Options Portfolio
0:30 Whether You're Buying or Selling Options, Deltas will Accumulate
3:05 An Example with a Delta-Neutral Strangle in SPY
6:35 Managing Deltas by Rolling your Put Option
7:25 Managing Deltas by Buying Shares
8:00 Managing Deltas by Buying Small Futures
Need a succinct guide to getting started with futures? Check out our Beginner’s Guide to Futures: https://smallexchange.com/futures-tra...
To access Small Exchange futures, you will need a futures trading account. Choose a broker that fits your needs: https://smallexchange.com/futures-bro...
Follow Small Exchange:
Twitter: Twitter: small_exchange
Facebook: Facebook: smallexchange
© 2022 Small Exchange, Inc. All rights reserved. Small Exchange, Inc. is a Designated Contract Market registered with the U.S. Commodity Futures Trading Commission. The information in this advertisement is current as of the date noted, is for informational purposes only, and does not contend to address the financial objectives, situation, or specific needs of any individual investor. Trading futures involves the risk of loss, including the possibility of loss greater than your initial investment.
2 سال پیش
در تاریخ 1401/04/23 منتشر شده
است.
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