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Tag Archives: OTM

I am Nassim Nicholas Taleb Ask Me Anything on Options and other Nonlinear Derivatives 6/5/15

NNT did an AMA on Reddit yesterday. I’ve collected his responses in this post. You can see the entire exchange here. [–]nntaleb   Indeed. ATM drops faster, OTM rises. The same idea of shadow theta. Also project that the delta will go lower over time. [–]nntaleb   I wish you both luck and patience. [–]nntaleb   1) These […]