New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Add a config for how much of the delta should be moved when the price goes out of range #41

Open

flanagansteve opened this issue Sep 30, 2024 · 0 comments

Collaborator

flanagansteve commented Sep 30, 2024

Iteration on #22 - selling at the new current price doesn't necessarily make sense, it should be weighted on delta

We should also possibly behave differently based on whether the price moved out of range and deeper ITM or OTM

Possibly covered by #23 but not sure

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment