deltahedge

NaughtyPines NaughtyPines IWM, D, 22 days ago
IWM: OPENING: IWM DEC 23RD 116/119 SHORT PUT VERT (DELTA HEDGE)
31 0 3
IWM, D
OPENING: IWM DEC 23RD 116/119 SHORT PUT VERT (DELTA HEDGE)
My current IWM positions are skewing more delta negative than I would like, even after rolling up the short put sides of those yesterday to delta balance. Much as I hate to do it here (general rule: buy on weakness, sell on strength), I'm adding in a "smidgeon" of IWM long delta here selling the as nearest as I ...
NaughtyPines NaughtyPines SPX, D, 4 months ago
SPX: OPTIONS TIP: USE DELTA HEDGES SPARINGLY
152 3 6
SPX, D
OPTIONS TIP: USE DELTA HEDGES SPARINGLY
Pictured here is one of my broken index setups. As price has moved up, short delta in the setup has increased, and I have defended the call side somewhat by rolling the put side toward current price, which increases the long delta in the setup. At some point however, rolling the short put side toward current ...
NaughtyPines NaughtyPines IUX, D, 4 months ago
IUX: DELTA HEDGE: SOLD RUT/IUX AUG 29TH 1120/1130 SHORT PUT VERTICAL
20 0 1
IUX, D
DELTA HEDGE: SOLD RUT/IUX AUG 29TH 1120/1130 SHORT PUT VERTICAL
... for a 1.10 ($110) credit. Here, I'm adding a touch of long delta into an existing RUT position (an iron condor) for which I do not feel comfortable rolling the short put side up further to protect that particular setup from further upside. Additionally, I get the side benefit of just adding a little long ...
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