Great videos! This one in particular really taught me a lot! Your 5 Delta Put example was excellent! Also, it's super informative to learn where these higher-order greeks peak, such as Vomma peaking around 5-10 Delta (in the previous video).
this is at least the 6th time I watch this course, can you make a course or video on risk ? maybe using Sharpe ratio, or gamma of the portfolio vs theta, or std dev in the portflolio, or ALL lol
This isn’t entirely true. Not all long calls have positive vanna. Upticks in IV will make deltas tend to 50. So if we are OTM, then those deltas will increase towards 50 as the video explains. But ITM calls have negative vanna, since their deltas will decrease from >50 towards 50.
Great videos! This one in particular really taught me a lot! Your 5 Delta Put example was excellent! Also, it's super informative to learn where these higher-order greeks peak, such as Vomma peaking around 5-10 Delta (in the previous video).
Love this guy, hope to keep seeing more of his insights. Thank you tasty trade, keep on making content!
Vanna is positive or negative for a long call depends on whether or not it's in the money. An in the money call can have negative Vanna.
Great
Powerful
👊
this is at least the 6th time I watch this course, can you make a course or video on risk ? maybe using Sharpe ratio, or gamma of the portfolio vs theta, or std dev in the portflolio, or ALL lol
I actually would like to see a few of the 39 takes … what does a frustrated Dr Jim look like? - does the fubar fly?
Map greeks on the option chain please
This is a great idea.
Magnitudally...love it 😂
This isn’t entirely true. Not all long calls have positive vanna. Upticks in IV will make deltas tend to 50. So if we are OTM, then those deltas will increase towards 50 as the video explains. But ITM calls have negative vanna, since their deltas will decrease from >50 towards 50.
Sorry bro but ur hair… wtf is going on there?