DOVhandle

One of these days I might actually do some work.

[DOVhandle @DOVhandle]

@RNR_0 The instance in which this would lead to a loss is if the delta hedging pnl exceeds the premium received therefore it would be astute to have a cumulative pnl from delta hedging alongside the net pnl (premium - cumulative DX pnl). I think this would best illustrate your point.

[DOVhandle @DOVhandle]

Ok, 2 way here, in size.

[Deribit Insights @DeribitInsights]

In case you missed it, here's Part I.
https://t.co/ZhkYE0sv1d

[Deribit Insights @DeribitInsights]

In Part II of our Option pricing article @laevitas breaks down delta hedging and how frequency of hedging can impact pnl. They also touch on the interplay between realised and implied volatility. You don't want to skip this piece! 🚀🚀🚀

https://t.co/NcRVIFUBu8

[DOVhandle @DOVhandle]

Can you make me a 2 way on this?