B bines May 4, 2014 #1 Hello everyone , dual delta=-0.2077 Dual gamma=0.0444 S=100 K=105 VOL=0.23 R=0.01 T=26/365 dual delta and Dual gamma , How are they helping? How can I educate them? Thank you !
Hello everyone , dual delta=-0.2077 Dual gamma=0.0444 S=100 K=105 VOL=0.23 R=0.01 T=26/365 dual delta and Dual gamma , How are they helping? How can I educate them? Thank you !
D Doobs789 May 5, 2014 #2 bines said: Hello everyone , dual delta=-0.2077 Dual gamma=0.0444 S=100 K=105 VOL=0.23 R=0.01 T=26/365 dual delta and Dual gamma , How are they helping? How can I educate them? Thank you ! More... Are you asking what those numbers tell you? Or if they are worthwhile metrics? I am not sure how you go about educating a partial derivative equation.
bines said: Hello everyone , dual delta=-0.2077 Dual gamma=0.0444 S=100 K=105 VOL=0.23 R=0.01 T=26/365 dual delta and Dual gamma , How are they helping? How can I educate them? Thank you ! More... Are you asking what those numbers tell you? Or if they are worthwhile metrics? I am not sure how you go about educating a partial derivative equation.
B bines May 5, 2014 #3 Hi Doobs , I am asking what those numbers tell me ,I think that these derivatives, something hidden but unique things ,I know that Delta = 1/StockPrice * ( OptionPrice - Strike * DualDelta ),Which equation has to Dual gamma ? Thank you !
Hi Doobs , I am asking what those numbers tell me ,I think that these derivatives, something hidden but unique things ,I know that Delta = 1/StockPrice * ( OptionPrice - Strike * DualDelta ),Which equation has to Dual gamma ? Thank you !
