3 нояб. 2022 г. · 100% of the gain at any one valuation point is allowed to offset another positions loss at the same valuation point. Will this apply for /ES or /MES futures ...

6 авг. 2023 г. · To mitigate these risks, market makers use hedging strategies. For example, if they sell SPX call options, they may simultaneously buy other ...

17 окт. 2022 г. · I'm working on an algorithm intended to delta hedge SPX spreads and I'm curious if anyone else does anything similar and has any advise or suggestions.

13 февр. 2020 г. · To hedge SPX options, you would either use SPY stock or ES futures. 500 shares of SPY, or 1 ES future, equals 50 deltas.

26 янв. 2023 г. · If you mean delta hedging, one /ES future is 50 delta. If you're having 50+ delta swings in an SPX position you're experiencing a net +/- $200k ...

1 окт. 2022 г. · I'm working on an algorithm that will auto-hedge SPX iron condors or naked strangles when strikes are challenged. ES futures are 1/2 the value of SPX.

1 февр. 2024 г. · The traditional way to hedge a long put is to buy a call contract. So you could just enter a long call which creates a long straddle position.

13 сент. 2024 г. · Sell Futures via Sold Calls: Instead of merely selling the long futures, sell call options 3-5 days out. The proceeds from selling these calls ...

28 сент. 2024 г. · Use a stop on ES futures. It's the only way to avoid overnight or overweekend gaps that could take out months or years of gains. I don't think ...

28 февр. 2024 г. · Another alternative is to do the exact same but with /ES futures options. If you have portfolio margin, do a 112 trade on /ES for 120 days ...