Option Spreads, Credit my Debit Message Board

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Strategies & Market Trends : Option Spreads, Credit my Debit

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To: Iraklis who wrote (1136)	1/9/2000 7:52:00 AM
From: jjs_ynot	of 2317

Iraklis, I have found that delta-neutral strategies are difficult to maintain when the underlying is near the strike price on the short side. Also, you can still move money with a delta-neutral approach as the time-value component of the short option becomes intrinsic value during a trending move. Thoughts from others welcome. Dave

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