TECS Options Arb

Discussion in 'Options' started by guru, Aug 5, 2021.

  1. guru

    guru


    I wouldn't hold it past January.
    And currently the market is underpricing this combo, while maybe tomorrow it won't.
     
    #11     Aug 6, 2021
  2. Gotta say: I love discovering things like this, because they give me hope for what I can learn in the future. :) From my current perspective, managing such an animal would be damn near impossible (delta, sure - but if I have to manage the other greeks, how the ever-loving hell would I do it without screwing up everything else?) And then some pro comes along and goes "what's the problem? We do crap like this three times a day, and twice that on Sunday. No big deal."

    OK, phew. Means it's humanly possible. :rolleyes::p:D
     
    #12     Aug 8, 2021
    taowave likes this.