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--- en:options_evaluator [2016/09/15 15:06]
playoptions [Options Evaluator]
+++ en:options_evaluator [2017/05/23 16:57] (versione attuale)
playoptions [Parameters]
@@ Linea 11: / Linea 11: @@
 ====Video Tutorial====
-|{{ :film_camera_35mm_b_24.png |}}|15/09/2016|[[https://youtu.be/D1ifBHkgJcY| Options Evaluator - Valutatore di Opzioni]]| 16:01|{{ :italy_24.png |}}|
+|{{ :film_camera_35mm_b_24.png |}}|15/09/2016|[[https://youtu.be/lvZ4AFJlsQ8| Options Evaluator - Valutatore di Opzioni]]| 16:01|{{ :italy_24.png |}}|
 **Click [[video_tutorial|here]] to watch others [[video_tutorial|Video di Iceberg]]**
@@ Linea 20: / Linea 20: @@
 {{:options_evaluator_parameters.png?nolink |}} Here the parameters to insert:\\
+\\
   * Underlying Price;
   * Options Type: Call or Put;
@@ Linea 112: / Linea 112: @@
 \\
 It has a positive value for Call options and a negative one for the Put. By increasing the implied volatility, the chance for the options to go ITM increase. This is like to have an higher Delta (in absolute value).\\
-A Trader would think to hedge a strategy just looking at the delta: if the volatility increases, the delta increases and thus increases the amount of the underlying to use to neutralize the event.\\
+A Trader would think of hedge strategy just looking at the delta, but also if he looked the Vanna would the missing information, how much the delta to a change in volatility? In fact, if volatility increases, the delta increases and consequently increases the amount of the underlying to use to neutralize the event of the right and increases the value Vanna.\\
 \\
 But if he watch the Vanna what would change?\\

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