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Non-Tech : QQQ - Nasdaq 100 Trust
QQQ 608.86+0.1%Nov 14 4:00 PM EST
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To: Tony davani who wrote (219)1/12/2000 11:37:00 PM
From: gladman  Read Replies (1) of 840
 
Tony, an options Delta is the percentage of price movement in the underlying translated into price movement for the option. In other words, if an options Delta = 75% then the option will move 3/4 pt for every 1 pt the underlying moves.

From an options specialist perspective they try to be Delta Neutral Spreaders, their Net exposure to puts and calls is ZERO. Thats part of the reason expiration friday is so volatile, moneyflo's travelling in both directions to peg a stock to a certain level.

I don't utilize the Gamma ratio.
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