Delta hedging questions

taowave said:
Sounds to me like you may be an index wing buyer..Are you aware of your portfolios beta?
More...
Never trade or own indices, all individual stocks, approx. the same dozen for years.

Used to both buy and sell DOTM wings. Now closer to buy and sell ATM. Portfolio Beta? Schwab calculated my total portfolio STD to be ~ 25% and a Beta of ~ 2 for the last 5 yrs.
 
You must log in or register to reply here.
Back
Top