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Mastering Options Delta Trading Inside the minds of Options Delta hedgers

Author Name: Falguni Vahora | Format: Hardcover | Genre : Business, Investing & Management | Other Details

After being employed as a software programmer for 15 years, it was my brother who introduced me to the world of options Delta trading. In no time, I knew this is what I wanted to do. Since then, I’ve been on the journey to trade options hedging strategies in the Indian derivatives market. 

Like novice learners, I started learning from Google and books available for options trading. I enrolled for NSE’s Derivative exam, cleared all theoretical doubts and passed the exam with flying colors, after which I felt I can flourish my career as a Delta hedger. Soon, I realized that the world on the live-trading floor was way different from what I’d imagined it to be. I knew the definitions of Delta, Theta, Vega, Gamma well but knowing how to convert this knowledge into profit was an absolute black box!

Implied Volatility, Vega profit, Theta loss, Gamma effect, etc., are imperative parts of options Delta hedging. It is equally important to understand the strike-shifting logic, Delta neutral management, VIX movement, economics event impact, etc. There are numerous other aspects of options trading apart from understanding theoretical meanings. I haven't come across any decent material which explains the practical aspects of options trading. I’ve gained this knowledge from sitting at the live terminal and working with 300+ Delta hedgers. I used to take notes on all practical aspects of trading. This book is a result of all those notes I took while learning. It is an outcome of 8+ years of investment in learning options Delta trading. My efforts are to enable all who wish to build a career in options trading. This book should serve as the best combination of theory and practical knowledge of options Delta hedging. 

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Falguni Vahora

Falguni graduated as an Electronics Engineer from SVNIT and then proceeded to build a career as an engineering college lecturer and software programmer. However, she gave up both eventually to become an Options Delta Analyst in the field of finance.

In 2013, she founded BlissQuants Data Analytics with her brother and pioneered the data analysis with the Delta hedging analysis and trading systems. Since then, she developed several technical tools to compute decisive data for options Delta hedging and Implied Volatility techniques under the banner of BlissQuants, which are still used in software to this day.

She is a member of the advisory committee of the Sarvajanik Engineering College, Surat and Alard College of Engineering and Management, Pune, India. She holds certifications in Equity Derivative and Research Analysis from NSE and is a SEBI certified Research Analyst (INH000007100). She continues to head the Options Data analytics department at BlissQuants Delta Desk. She has been giving lectures on options Delta hedging trading and basics of finance to freshers, MBA and Engineering students, stockbrokers, and hundreds of professional traders and investors over the last seven years. 

She lives in the city of knowledge called Pune with her lovely daughter Ridhima, Software Architect husband Samir, and frequently travels to the business, food, and fun city of Surat to her Delta hedging office. Apart from playing with options, she spends her time cooking classic recipes from around the world, yoga, growing vegetables in the garden, reading Ayurveda, and teaching maths to teenagers