Posted 7/16/2017 13:08 (#6129327 - in reply to #6128683) Subject: RE: Options vs futures
SW Ontario
Delta refers to the sensitivity of the price of the option. Closer to 1 the closer it moves with futures. I tend to sell close to the money after a sustained rally which usually gives a higher delta value. Volatility and time value both play heavily in favour of the seller at this point. Is there risk yes. But when covered can be a viable option to practise.
Options vs futures
