Mastering Derivatives: Rollover Of Options, Or Rolling Options?
Previously in this column, we discussed what rollover means in relation to futures contracts and how to determine the economics of a rollover. But what about options? This week, we...
Tag: futures rollover
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Mastering Derivatives: Economics Of Rollover
To a trader, a buy-and-hold strategy is not optimal, as price volatility can wipe-out unrealised gains. So, traders actively manage their positions. A rollover strategy is like a buy-and-hold strategy...
