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    delta-gamma neutral

    Also bought Natenbergs book, my first book about trading anyway ;) thnx
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    delta-gamma neutral

    I am also breaking my head over this and tried lots of things, my main worry is IV rise, today it came to me that a calendar spread will offer the best protection I can think of, short call front-long call back or vica versa put. When IV rises or falls both legs kinda rise/fall the same, the...
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    Simple Question about VIX

    the document http://www.cboe.com/micro/vix/vixwhite.pdf, posted earlier, states "this new methodology transformed VIX from an abstract concept into a practical standard for trading and hedging volatility." Anyone had success with hedging volatility on index future-options with vix futures?
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    For those using IB's platform

    there is a menu item I believe it is called analysis, there you find option analysis, it shows what you look for
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    AEX daily options

    Hi, Does anyone know a broker where I can trade Amsterdam Stock Exchange Index daily options (for a decent price) thanks
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