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Strategies & Market Trends : Options
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To: Poet who wrote (6008)4/4/2000 9:36:00 PM
From: rkral  Read Replies (1) of 8096
 
Poet,
In very volatile times like these, when deltas are terribly inflated, selling options takes advantage of both the inflated delta and the inevitable time decay of the option.

How does inflated volatility lead to increased delta?

Does it apply to both puts and calls? to both ITM and OTM positions?

Is it significant to anyone not taking delta-neutral positions?

Regards and TIA,
Ron
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