Forums  > Books & Papers  > Books/Papers Synthetic LONG Calls  
     
Page 1 of 1
Display using:  

TSWP


Total Posts: 405
Joined: May 2012
 
Posted: 2018-07-17 18:13
Could someone suggest me books or papers containing tables with examples of how Synthetic LONG Calls change in price depending on their Options's Delta?

I am interested in the relationship between the P&L of the Future contract vs. the P&L of the Put option, for various Options Delta values, both during uptrends and downtrends.

Thanks guys.
Previous Thread :: Next Thread 
Page 1 of 1