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Interpreting the COT.
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khall_12_34
Posted 11/6/2014 19:29 (#4164187 - in reply to #4164143)
Subject: RE: Interpreting the COT.


Formerly NE North Dakota, now NW MN		If I understand correctly, the first part of what you were asking is do they adjust options positions for delta when they combine them with futures positions.

http://www.theoptionsguide.com/delta.aspx

Edit: JNL says they adjust for delta.

Edited by khall_12_34 11/6/2014 20:56
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