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Suppose a trader has +1000 put options of SBI's share at a 500-strike price (ATM) and still 2 months remain in expiration. However, he is
Suppose a trader has +1000 put options of SBI's share at a 500-strike price (ATM) and still 2 months remain in expiration. However, he is afraid due to the high volatility (5% monthly) in SBI shares and decided to hedge with the help of SBI shares.
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Data Analysis And Decision Making
Authors: Christian Albright, Wayne Winston, Christopher Zappe
4th Edition
538476125, 978-0538476126
