June 7, 2016
A large trade is betting that a drop may be coming in the maker of faucets, cabinets, and paint, which is up 10 percent in the last three months.
Audiocast: Four-way bet on Masco
Chris McKhann | firstname.lastname@example.org
Education & Strategy
In our last column, we spoke about delta. You might remember that we discussed what delta was and what factors affected or changed delta. As you recall, we stated that three factors will have an effect on delta. They were movements of time, volatility, and underlying price. Today, we want to take a further look into the change of delta, this time focusing on change due to the movement in the underlying price.