tag:blogger.com,1999:blog-9037227913857168302.post6460740816406751998..comments2023-12-29T04:06:49.319-08:00Comments on Smoothprofit: Hedging adjustments to April high probability option portfolioCharleshttp://www.blogger.com/profile/08687636210209057326noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-9037227913857168302.post-66514902929029425692013-03-15T08:54:00.862-07:002013-03-15T08:54:00.862-07:00Hi LT,
Yes. When SPX price goes to the side slopes...Hi LT,<br />Yes. When SPX price goes to the side slopes of my P&L chart, I start adjusting in general. At those times, the beta-weighted Delta (a contract size dependent value) is usually greater than 36 ~ 38 for my portfolio.<br />Thanks for the comment. Enjoyed your professional blog.<br />CharlesCharleshttps://www.blogger.com/profile/08687636210209057326noreply@blogger.comtag:blogger.com,1999:blog-9037227913857168302.post-44852620489438946742013-03-15T01:25:11.824-07:002013-03-15T01:25:11.824-07:00Hey Charles,
Question. Do you have any special pa...Hey Charles,<br /><br />Question. Do you have any special parameters to decide when to adjust?<br /><br />Good work man. Thanks for sharing.<br />Keep it up!<br /><br />Cheers,<br />LTThe Lazy Traderhttps://www.blogger.com/profile/08598866019359750526noreply@blogger.com