A andysmith Dec 5, 2005 #1 Any other funds or fund managers besides Yu-Dee Chang, Ansbacher, Oxeye and Welton selling option premium? Any insight on how they use futures to hedge their short options? Are they just neutralizing deltas every so often?
Any other funds or fund managers besides Yu-Dee Chang, Ansbacher, Oxeye and Welton selling option premium? Any insight on how they use futures to hedge their short options? Are they just neutralizing deltas every so often?
N nkhoi Dec 5, 2005 #2 don't know about others but Chang sell straddle on spx and collect premium somewhat like this guy http://www.thestreet.com/stocks/optionsbuzz/871269.html
don't know about others but Chang sell straddle on spx and collect premium somewhat like this guy http://www.thestreet.com/stocks/optionsbuzz/871269.html