I have a simple Options buying strategy, where I want to buy CE / PE lots basis the allocated capital. (let’s say 2,00,000). I am doing this by specifying value in Position Builder
and selecting strike spot price
Now, the problem I run into is that when the price is very low (lets say below 30), the strategy tries to buy a huge number of lots.
I want to limit the number of lots that the strategy would buy when the price is low. Is there a way to achieve this?
Thanks for your help in advance