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To: Haim R. Branisteanu who wrote (38265)9/15/2003 3:38:29 PM
From: gumnam  Read Replies (1) | Respond to of 74559
 
As an individual I completely agree - The only people who can manage this risk in this fashion are people with 24 hour coverage and access to interbroker or interdealer markets.

But what can you do? I can only trade in the chicago time myself, so for me to sell options with the idea of delta hedging would be pure suicide.

I agree
Gumanm