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Strategies & Market Trends : The Covered Calls for Dummies Thread
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To: BDR who wrote (312)4/29/2001 5:32:22 PM
From: jghutchison   of 5205
 
Dale,

One can reduce the risk of a basket of calendar spreads by maintaining a market neutral strategy, ie maintaining the delta near zero by adjusting the positions.

Any decent options analysis software will provide the figures and graphs.

Jack Hutchison
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