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Strategies & Market Trends : Selling Puts: Have Cash Will Travel

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To: OX who wrote (843)1/21/2000 3:44:00 PM
From: jjs_ynot  Read Replies (1) of 1235
 
Agree that you are heavily gamma-negative.

I was just making the point that going delta-neutral doesn't necessarily fully hedge your exposure. You still have to manage the hedge aggressively.

Regards,

Dave
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