728x90 Greeks1 옵션 Greeks 간단 정리 Delta When dealders sell us a contract they want to stay delta neutal. 1. When dealers sell the calls, bearish -> How to hedge? Buying the underlying. 2. When dealers sell the puts, bullish -> How to hedge? Selling the underlying. Sum of delta (=. Net Preminums) + : bullish - : bearish Market DEX(Delta Exposure): If today's value is positive, tomorrow will probably be go up. Ghost zone: minimal .. 2023. 12. 15. 이전 1 다음 728x90
