What are your thoughts on hedging a calendar spread (with stock) if the underlying rapidly moves up/down after opening the spread? Delta hedging calendar spreads – yes or no? byu/vespa15 inoptions Posted by vespa15
EdKaim on May 14, 2024 12:50 am Makes sense to me if you’re trying to isolate something else. One thing to watch out for is gamma since your shares won’t hedge that.
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Makes sense to me if you’re trying to isolate something else. One thing to watch out for is gamma since your shares won’t hedge that.