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Total: 18 results found.

1. Theta Burn: Weekly Update and New Trade
(OBB Prodigy!/Theta Burn)
... than delta (although I will likely always position the portfolio to have some positive delta exposure due to the market's natural drift upwards). The portfolio won't really begin to outpace the market ...
Friday, 26 March 2010
2. New Trade - WMT Diagonal Call Spread
(OBB Prodigy!/Theta Burn)
... while also maintaining some delta exposure (at least initially). Note that for simplicity's sake this analysis ignores the dividend payment. The position has very little ultimate upside risk (the ...
Friday, 05 March 2010
3. Some Potential Naked Puts
(OBB Prodigy!/Theta Burn)
In this post I’d like to first discuss my current thoughts on hedging the current portfolio's delta exposure and then list a number of stocks I think may make for solid naked put candidates ...
Friday, 26 February 2010
4. And We're Off!
(OBB Prodigy!/Theta Burn)
... tomorrow and early next week due to the Fed’s raising of the discount rate, I may look to enter additional positive delta positions. For each position I enter, I’m going to give a brief investment thesis ...
Friday, 19 February 2010
5. Introduction
(OBB Prodigy!/Theta Burn)
... to investing - naked puts, naked calls, covered calls, and a number of different types of spreads. I'm also currently exploring various different hedges to reduce delta exposure. While the price of the ...
Saturday, 13 February 2010
6. 10.2- Trading Plan: Strategy Analysis
(Courses/Master 400 Level)
... Traded Funds (SPY, DIA, etc.) that mirror Market Indexes. 8) Delta risk will be weighted on the overall portfolio. However, attention must be paid to individual non-directional positions’ Delta ...
Tuesday, 15 December 2009
7. 10.1- Trading Plan: Mission Statement
(Courses/Master 400 Level)
...  Portfolio Overview: The portfolio will use equity options to utilize option spreads that will take advantage of the time decay factor of options. The portfolio will attempt to remain as Delta neutral ...
Tuesday, 15 December 2009
8. 6.4- Bear Call Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... Profile Bear Call Spread Greeks: Delta: Negative Gamma: Negative Theta: Positive Vega: Negative  ...
Wednesday, 25 November 2009
9. 6.3- Bear Put Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
... $48.20 Max. Loss: $1.80 Max. Profit: $3.20 Bear Put Spread Risk Profile Bear Put Spread Greeks: Delta: Negative Gamma: Positive Theta: Negative Vega:Positive  ...
Wednesday, 25 November 2009
10. 6.2- Bull Call Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
... $0.90 Breakeven: $20.90 Max. Loss: $0.90 Max. Profit: $4.10 Bull Call Spread Risk Profile Bull Call Spread Greeks: Delta: Positive Gamma: Positive Theta: Negative Vega: Positive ...
Wednesday, 25 November 2009
11. 6.1- Bull Put Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... Profile Bull Put Spread Greeks: Delta: Positive Gamma: Negative Theta: Positive Vega: Negative  ...
Wednesday, 25 November 2009
12. 5.5- Theta (Long Options)
(Courses/Undergraduate 200 Level)
... Implied Volatility (IV) is low or expiration is only days away. Deep ITM options with a Delta of 1.00 will typically not be exposed to negative Theta. Theta decay is not always the same for puts and ...
Monday, 23 November 2009
13. 5.4- Gamma (Short Options)
(Courses/Undergraduate 200 Level)
... This is an important  point to remember. Gamma will increase the change in Delta of a short call option as the underlying stock price increases. Gamma will decrease the Delta of a short call option ...
Saturday, 21 November 2009
14. 5.3- Gamma (Long Options)
(Courses/Undergraduate 200 Level)
Gamma (Γ) represents the change in Delta as the underlying stock price changes. This lesson will focus on Gamma long positions. Gamma is POSITIVE for BOTH long call options and long put options. This ...
Saturday, 21 November 2009
15. 5.2- Delta (Short Options)
(Courses/Undergraduate 200 Level)
The last lesson covered Delta long option positions. This lesson will cover Delta short option positions. The Delta for short positions is negative for written call options and positive for written put ...
Saturday, 21 November 2009
16. 5.1- Delta (Long Options)
(Courses/Undergraduate 200 Level)
Delta (∆) is the rate of change of an option's value relative to the change in the underlying stock price. Delta can be defined in many ways: 01The rate of change of an option's value relative ...
Saturday, 21 November 2009
17. 5.0- Chapter 5: Meet the Greeks
(Courses/Undergraduate 200 Level)
... of the six option pricing inputs will directly affect the premium value of the option contract. To begin, there are six new terms that need to be introduced: Delta (∆) Measures the changes ...
Saturday, 21 November 2009
18. Delta Strike
(Category)

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