Hi all,
I think I have an interesting question:
If we are long a put and long a stock (so that we are delta neutral) then we are long gamma and, both if the stock increase or decrease, our portfolio get a final positive value. Based on this (surely superficial) view, it seems that this...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.