BROWSE

2 Results for Tag: neutrality

Vega Neutral

Vega Neutral What is 'Vega Neutral' A method of managing risk in options trading by establishing a hedge against the implied volatility of the underlying asset. A vega neutral option posit

Gamma Neutral

Gamma Neutral What is 'Gamma Neutral' A method of managing risk in options trading by establishing an asset portfolio whose delta rate of change is zero. A gamma-neutral portfolio hedges a