Hi Folks,
I am wondering what are your thoughts on Gamma scalping or delta hedging using options.
For example
Lets say Buy 2 lots on CBOE EURUSD (6E) put options (1 lot = 125K) 30-60 days of expiry and on spot buy 1.25 (standard lot) or buy 1 lot of futures
And delta hedge daily based on closing.
You will only loose time value which is effectively null until you get into last 2 weeks of expiry.
Thanks.
I am wondering what are your thoughts on Gamma scalping or delta hedging using options.
For example
Lets say Buy 2 lots on CBOE EURUSD (6E) put options (1 lot = 125K) 30-60 days of expiry and on spot buy 1.25 (standard lot) or buy 1 lot of futures
And delta hedge daily based on closing.
You will only loose time value which is effectively null until you get into last 2 weeks of expiry.
Thanks.