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The Options Strategy Group at Valiant Hedge Fund, an esteemed international investment firm, has been closely monitoring the performance of a particular set of options for a company they believe is undervalued by the market. The head trader, Alex, is analyzing two series of options with strike prices at $185 and $190 for the months of September, October, and November.
Alex is given the task of crafting a strategy that takes advantage of the fund's long position in the underlying stock. They believe the stock is poised for a rebound, but the fund's policy is to hedge against short-term volatility. The recent market conditions have shown a downward trend, and Alex must present a robust plan to maximize profits or minimize losses for the stock potentially hitting prices at $160, $165, $170, $175, and $185.
Question:
Risk Management: Alex must ensure that the strategy is aligned with the fund's risk tolerance. This includes considering the "Greeks," such as "Delta" and "Theta", to understand the price sensitivity and time decay of the options.
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