A a529612 Oct 10, 2006 #1 What time stop rule do you use when you are long front month call or put but the market is moving sideways?
What time stop rule do you use when you are long front month call or put but the market is moving sideways?
P Profitaker Oct 11, 2006 #2 Quote from a529612: What time stop rule do you use when you are long front month call or put but the market is moving sideways? More... Long or short, I set a delta stop. This incorporates time, and IV, and spot. For example, go long a 0.30 delta call, close out if the delta touches 0.20.
Quote from a529612: What time stop rule do you use when you are long front month call or put but the market is moving sideways? More... Long or short, I set a delta stop. This incorporates time, and IV, and spot. For example, go long a 0.30 delta call, close out if the delta touches 0.20.
P Profitaker Oct 11, 2006 #5 Quote from TorontoTrader2: Interesting. What platforms offer a delta stop? More... None to my knowledge.
Quote from TorontoTrader2: Interesting. What platforms offer a delta stop? More... None to my knowledge.
