⚖️ Options Pair Trade Hedge Ratio Calculator
Calculate vega-weighted and theta-weighted hedge ratios for options pair trades
📉 Asset A (Sell Options)
📈 Asset B (Buy Options)
💡 Understanding the Trade
Vega-Weighting:
- Neutralizes exposure to absolute volatility changes
- Best when you believe the vol spread will converge
- Trade has net theta exposure
Theta-Weighting:
- Neutralizes exposure to proportional volatility changes
- Best when you believe the vol ratio will converge
- Trade has net vega exposure
Beta-Aware Gamma Weighting:
- Neutralizes dollar gamma exposure adjusted for correlation and vol ratio
- Formula: ((Price_A)² / (Price_B)²) × (Gamma_A / Gamma_B) × (1/β)²
- Where β = correlation × (Vol_B / Vol_A) - treating B as the hedge instrument
- Rarely used in practice - included for completeness
Default Recommendation: Theta-weighting (betting on the ratio) is generally more robust across wide volatility changes, as ratios tend to be more stable than spreads.
📚 Learn More
Deep dive into the mathematics and theory behind pair trade weighting:
- Weighting An Options Pair Trade - Detailed walkthrough with examples
- From CAPM To Hedging - Regression, correlation, beta, and hedge ratios
- Weighting Pair Trades - Quick reference guide