Market Measures

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Rolling & Managing Winners: Delta Dynamics

Market Measures

Options involve risk and are not suitable for all investors. Please read before deciding to invest in options.

Previous studies our Research Team has executed have indicated the benefits of rolling positions and managing winners to reduce volatility and directional risk. However, does one outdo the other? What about a combination of both?

In this Market Measure, our team set up a two pronged study. First, they examine how rolling, managing winners, holding to expiration and a combo of the first two influence a short put position's delta. Then, the team analyzed a cumulative performance since 2005 to see if any of these mechanics outperformed the others.

Tune in as Tom and Tony walk through a series of visuals to demonstrate how volatile delta can be when using these various mechanics and find out if rolling, managing winners or a combination of both is optimal for reducing directional risk!

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