Hey! Attention savvy investor...Psst....
Staying on top of the markets can be time consuming and inconvenient,
especially in today's trading market. If you miss a swing or a dip, you
could be missing a great buy or sell opportunity.
That's why a stock trading robot could be the extra assistance you need
to get your portfolio on the right track. A robot can man the stations
while you're away and put your profits into overdrive.
To find out more on how a robot that never tires can help you achieve
your investment goals, click here now!
said: "I'm trying to design a position for an investor who would like to benefit from an increase in volatility by 5% percentage points in the amount of $1000 but would like to be delta and gamma neutral, and have the portfolio designed be self financing.
The spot price on the underlying asset is $100 with a continuously compounded interest rate of 6% and a dividend yield of 2%, also continuously compounded. A three month put struck at 80 and
a six month call struck at 120 have the following information:
80Put maturity=0.25 120Call maturity=.5
Price 2.0836 7.9372
Delta -0.1444 0.3849
Gamma 0.008929 0.01376
Vega 11.3458 16.9264
Any ideas/tips/explanations on how to go about this. I know this is relatively easy, but I'm still learning."