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as title, how much delta do i need to hedge 500 delta future? how much .10 delta option equal to future delta?

I got confuse by the calculation of credit collected. Lets say today MSFT trading at 20$ and i sold strangle at 15 put and 25 call for 2.00$ credit and the breakeven is 13 put, 27 call. MSFT move down from 20$ to 14$ and its 1$ ITM of short put. here is the question, i roll down the call side...

now i just hope they doesnt ban Malaysia

thanks for your feedback. may i know where do you guys looking for this kind of information? CNBC?

Im sorry, i didnt said it clear enough you. 1. Is it when the market fear is high, when vix rises, will /VX futures goes in backwardation? 2. The underlying of any commodity futures so its still comes down to many factors such as demand, shorttage, surplus etc. thanks you

1) Is it when the market fear is high, vix rises? 2) Does that happen to other futures as well? like /CL underlying is constantly making new high..maybe there's possibilities that Crude Oil Futures goes in backwardation and when the /CL underlying drop, backwardation might revert to contango...

so they have to hedge the cost of storage by increasing the price thats why it shown us different In The Money option? thanks alot!

bummp

so are you saying that people are expecting that the future price of the commodity will be even more expensive than nearest expiration month?

example /Cl are trading at 41.64 May16 is 41.5$ ITM Jun16 is 43$ ITM Jul16 is 43.5$ ITM I dont get it..the future is trading at 41.64 why is Jun16 43 and Jul16 43.5 are ITM? can somebody please explain