Q for JDV (not LIII related)

So I’ve been tooling around with a beta-neutral covered call portfolio. Anecdotally, it seems like I’m constantly underhedged (I think my model may be overestimating option deltas). If you have 1s can I email you my risk management model and see if you have any thoughts?

move it along to the general discussion area…can’t you see that people are stressing out here? :slight_smile:

of course (as long as you wont get in trouble at work).

nope, what’s ur email? PA, not work so no issues…

joeydvivre at yahoo dot com