Derivatives
9 Threads
START ROGUETRADER OPTIONS & CALL DELTA HEDGING DD (30): Recall, delta is rate of change in option price relative to change in the underlying stock. Where, gamma is the rate of chan...
Why Day trading Futures is better than trading Naked Options? A THREAD 🧵
ok. this references the big daddy of all elementary confusions in derivatives. Black-Scholes (and related) models, for which Nobel prizes were won: we do NOT use them as models,...
ok. as requested. an option's theta (theoretical rate of decay over time) is not just "income" to an investor holding a short position. it is compensation for the risk of loss t...
“Indeed, at Berkshire, I sometimes engage in large-scale derivatives transactions in order to facilitate certain investment strategies.” —Warren Buffett Oh yeah... Buffett is a b...
Interpretetation of my OI tool: Green Line - Put Writing Red Line - Call Writing Blue Line - Total Call OI Purple Line - Totall Put OI White Line - Price If Green/Purple Line over...
$BTC Christmas Flow Thread 🎄 ⭐️1/9 ⭐️ Coinbase bid (buy twap probably) Some covering flow in derivatives Binance perp sell flow Overall coinbase premium vs perps (healthy) De...
1/6, This could be most QUALITY thread on HOW TO READ OPTION CHAIN on NSE, Let’ See OPEN INTEREST OPTION CHAIN CHANGE IN OPEN INTEREST TRAPPED PHENOMENON One must see all the...
The next edition of ELI5 (explain like I am five) for crypto jargon continues. Let's talk about #Exchanges If you are going to use cryptocurrency, it's highly likely that at some...
