Delta hedging questions

Discussion in 'Options' started by Herkfsu, Dec 27, 2019.

  1. taowave

    taowave

    Sounds to me like you may be an index wing buyer..Are you aware of your portfolios beta?
     
    #51     Dec 30, 2019
  2. ironchef

    ironchef

    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.
     
    #52     Dec 30, 2019