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What a tough game this is.
I went long this morning on an OEX call and lost about 200 buck
Then I went short on a put, caught 2 oex points, and only made 20 bucks.
Slippage and commisions are the curse of us all!
BTW, I need to make sure that my OEX options have a delta of at least 1,
that was the problem today. 2 points on the OEX translated to 1 on the option
which was not enough for slippage and commisions. How do I make sure my
deltas are 1? Black Sholes? I can never figure out the volitility part...
Troy
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