News for hackers. Stuff that matters.
Re:Statement of SEC Regarding Recent Market Volatility by Gladdyu on Friday January 29, 2021 @11:58AM (#25959475)
Your gain in delta (due to the stock moving) will be offset by your loss in vega (due to the volatility coming off after the impending crash). Option fair value is a function of both underlying price and volatility, which is currently at unprecedentedly high values.

There are no comments on this comment yet.