EX. does a May 19th 50d call move with respect to the May futures contract? If so would going long 2 50d calls and shorting the underlying future neutralise the delta?
Are a VIX option's delta with respect to their underlying futures?
Kourosh Samii
EX. does a May 19th 50d call move with respect to the May futures contract? If so would going long 2 50d calls and shorting the underlying future neutralise the delta?