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Strategies & Market Trends : Win Lose or Draw : Be A Steve, Make A Call

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To: mishedlo who wrote (2556)2/17/2003 5:34:27 AM
From: sun-tzu  Read Replies (2) of 11447
 
Re: Delta hedging...

a thought just occurred to me. while admittedly unlikely, with expiry approaching, the most unexpected move would be a ramp, kicking delta hedging over the edge on the bullish side.

i would say 25.25 on the q's could precipitate a little panic buying. not out of the realm of possibilities and the zagger in me likes the fact that this scenario has not been discussed at all.
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