Home › Forums › Income Lab › Trade Discussion › Reply To: Trade Discussion
April 8, 2016 at 10:32 am
#5326
IncomeLab (Old)
Participant
2090/2100 APR4 BCs is about 7.5 delta per contract. If you wanted to flatten out this position but cant get a fill, you can look to use OTM options to reach that goal and then close that OTM once your spread is filled. It adds slippage and fees and isnt advantageous for smaller size trades, but that’s the idea of managing NET delta of the position.