Definitions
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Etymologies
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Examples
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Traders expecting big stock swings often buy and sell stock options in a combination known as a delta-neutral trade.
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To make money, delta-neutral traders typically will adjust the position continuously.
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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.
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Traders have been pursuing the delta-neutral trades since Thursday, said Susquehanna, suggesting emerging-market shares could become more rowdy.
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The delta-neutral position, in isolation, creates a risk profile that looks a lot like a smile.
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• 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
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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.
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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.
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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.
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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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