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Examples
“Traders expecting big stock swings often buy and sell stock options in a combination known as a delta-neutral trade.”
The Wall Street Journal: Options Traders Position for Cooling in REITs
“To make money, delta-neutral traders typically will adjust the position continuously.”
The Wall Street Journal: Bearish Housing Bets Near 15-Month Low
“One trader bought a batch of June $21 puts, alongside a position in Rambus's stock, conducting what is known as a "delta-neutral" trade.”
The Wall Street Journal: Applied Materials, Rambus Provide a Lure
“Traders have been pursuing the delta-neutral trades since Thursday, said Susquehanna, suggesting emerging-market shares could become more rowdy.”
The Wall Street Journal: Traders Dig Into Mining, Metals ETFs
“The delta-neutral position, in isolation, creates a risk profile that looks a lot like a smile.”
“• The result: created a delta-neutral, vega/theta capture strategy, utilizing equity derivative spread trades, thereby exploiting the heighted volatility • Structured strategy buy selling multiple legs of SPY call and put spreads, staggered by expiration date”
“The trade comes one month after an investor bought calls and sold shares as part of a delta-neutral strategy designed to capture a volatility spike in the company, which processes rewards-programs data.”
“The volatility trader used this number to implement a delta-neutral strategy, buying 23 times more shares than options contracts, leaving them hedged against movements in the share price.”
“As Cisco reports this evening, the delta-neutral strangle with just one day's worth of trading life in it, is more or less priced as pure of an instrument as one could possibly find for analyzing post-earnings stock expectations in front of the report's release.”
“Ballista Securities, operator of the Ballista Alternative Trading System, offers equity options traders an efficient, anonymous and reliable platform for delta-neutral strategies, complex transactions and block options trades.”
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