Delta- overnight

B

bloomberg1

How to manage a short VERTICLE call spread in CG futures.


Combined DELTA current options and underlying is maybe .15

use stops in underlying in increasing measure

example

stop at "xx" for 2 lots

another stop at "xx" for 3 for a full delta hedge ?


c
 
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So you have a position in both the vertical and underlying simultaneously?

I'd imagine if you're short a put vertical (for example) you'd be short the underlying to hedge the short contracts in the vertical if you're going to hedge.
 
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