SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Booms, Busts, and Recoveries -- Ignore unavailable to you. Want to Upgrade?


To: que seria who wrote (39539)10/12/2003 11:28:33 PM
From: Haim R. Branisteanu  Respond to of 74559
 
Thanks I also engage in this strategy in my DELTA hedging of FX, at times that the currency ran out of my predicted range.

Due the low IV of currency options I am interested in a variety of synthetic combination to increase premium and lower DELTA sensitivity