Delta Hedged Option Portfolio - Part 3 - Live Option Trading On Deribit

Part 3 : Is it best to use the perpetual or the dated futures to delta hedge our option portfolio? How can we efficiently switch between the two? How will the short vol portfolio cope with some larger moves in the bitcoin price? And what on earth is the portfolio margin matrix? These are the questions we will be answering in today’s video.

This is the third video in this series where we are currently delta hedging a small portfolio of options on Deribit. Today we will make several trades on both the options and futures. We will also discuss some more specifics about the delta hedging on the futures, including using the Futures Spreads to roll positions between different instruments. And we will then close down the remaining positions before the holiday period, giving us the perfect opportunity to look at how the account equity has progressed so far in the series.

Part 1 of this series (playlist):
https://www.youtube.com/watch?v=ZE2LpCH2AJ4&list=PLg4WadwSaSMKz36pEu-rQ-2dkmu7an2g6

Cash & Carry playlist
https://www.youtube.com/playlist?list=PL6JuqDsLnzXkkzSVTwAS1MReMMppqLHXN

Trade On Deribit (10% fee discount via this link):
https://www.deribit.com/?reg=1332.557&q=home

Greeks Live:
https://www.greeks.live/

My twitter:
https://twitter.com/cryptarbitrage