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MANFORD M, HART YM, SANDER JW, SHORVON SD: The national general practice study of epilepsy: The syndromic classi cation of the International League Against Epilepsy, applied to epilepsy in a general population Arch Neurol 49:801, 1992 MATTSON RH, CRAMER JA, COLLINS JF, et al: Comparison of carbamazepine, phenobarbital, phenytoin, and primidone in partial and secondarily generalized tonic-clonic seizures N Engl J Med 313:145, 1985 MEDICAL RESEARCH COUNCIL ANTIEPILEPTIC DRUG WITHDRAWAL STUDY GROUP Lancet 337:1175, 1991 MESSOUAK O, YAYAOUI M, BENABDELJALIL M, et al: La maladie de Lafora a revelation tardive Rev Neurol 158:74, 2002 NABBOUT R, PRUD-HOMME J, HERMAN A, et al: A locus for simple pure febrile seizures maps to chromosome 6q22-24 Brain 125:2668, 2002 NIEDERMEYER E: The Epilepsies: Diagnosis and Management Baltimore, Urban and Schwarzenberg, 1990 OBESO JA, ROTHWELL JC, MARSDEN CD: The spectrum of cortical myoclonus Brain 108:193, 1985 OHTAHARA S: Seizure disorders in infancy and childhood Brain Dev 6: 509, 1984 OUNSTED C, LINDSAY J, NORMAN RA: Biological Factors in Temporal Lobe Epilepsy: Clinics in Developmental Medicine Vol 22 London, Heineman/Spastics Society, 1986 PALMINI AL, GLOOR P, JONES-GOTMAN M: Pure amnestic seizures in temporal lobe epilepsy Brain 115:749, 1992 PANAYIOTOPOULOS CP: Early-onset benign childhood occipital seizure susceptibility syndrome: A syndrome to recognize Epilepsia 40:621, 1999 PARVIAINEN I, USARO A, KALVIAINEN R, et al: High-dose thiopental in the treatment of refractory status epilepticus in intensive care unit Neurology 59:1249, 2002 PEDLEY TA: Discontinuing antiepileptic drugs N Engl J Med 318:982, 1988 PEDLEY TA (ed): Epilepsy: A Comprehensive Textbook Philadelphia, Lippincott-Raven, 1998 PENFIELD W, JASPER HH: Epilepsy and Functional Anatomy of the Human Brain Boston, Little, Brown, 1954 PENFIELD W, KRISTIANSEN K: Epileptic Seizure Patterns Spring eld, IL, Charles C Thomas, 1951 PENRY JK, PORTER RV, DREIFUSS FE: Simultaneous recording of absence seizures with video tape and electroencephalography Brain 98:427, 1975 PLOUIN P: Benign neonatal convulsions (familial and nonfamilial), in Roger J, Drevet C, Bureau M, et al (eds): Epileptic Syndromes in Infancy, Childhood, and Adolescence London, John Libbey Eurotext, 1985, pp 2 9 PLUM F, HOWSE DC, DUFFY TE: Metabolic effects of seizures Res Publ Assoc Res Nerv Ment Dis 53:141, 1974 PORTER RJ: Epilepsy: 100 Elementary Principles, 2nd ed Philadelphia, Saunders, 1989 RASMUSSEN T: Further observations on the syndrome of chronic encephalitis and epilepsy Appl Neurophysiol 41:1, 1978 RASMUSSEN T, OLSZEWSKI J, LLOYD-SMITH D: Focal seizures due to chronic localized encephalitis Neurology 8:435, 1958 RIVERA R, SEGNINI M, BALTODANO A, et al: Midazolam in the treatment of status epilepticus in children Crit Care Med 21:991, 1993 ROCCA WA, SHARBROUGH FW, HAUSER A, et al: Risk factors for complex partial seizures: A population-based case-control study Ann Neurol 21:22, 1987 RODIN E, SCHMALTZ S: The Bear-Fedio personality inventory and temporal lobe epilepsy Neurology 34:591, 1984 ROPPER AH: Convulsions in basilar artery disease Neurology 38:1500, 1988 ROPPER AH, KOFKE A, BROMFIELD E, KENNEDY S: Comparison of iso-.

movement, we can consider utilizing a stop position based on pricing or delta The delta of the position at placement is designed to be delta-neutral or delta-zero If the delta on one side of the position becomes signi cant, then the entire premium is at risk We can look at the gamma of the underlying asset and add the gamma amount to the delta for each dollar of price movement in order to achieve a rough estimation of the new delta for each option as the price moves Remember this is compounded, not simple addition You are adding the gamma amount to each new delta calculation If the delta of one side of the trade crosses 70 percent, there is not likely to be much premium remaining in the opposing option If the market continues to move toward that side of the equation, the delta will eventually reach 100 against your position Rolling options The next step in risk protection on neutral delta strategies is commonly taught as the best method for managing neutral option risk Rolling options in fact is an advanced strategy which requires constant market attention, advanced options analysis, and low trading rates We ll begin discussing rolling options for short neutral delta strategies with a warning about the risks of rolling options to maintain neutral delta When you place a straddle, strangle, or other neutral delta strategy variation such as the condor or butter y spread we will be demonstrating, you have placed multiple positions in the market, sometimes at a ratio to one side or the other In order to maintain a neutral delta in a changing market, the options must be adjusted or rolled to offsetting delta positions In the MCD short straddle example, Figure 723, we have neutral delta to begin the

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Now, what we don t want to do is overengineer the situation There s a fine line between getting someone s attention and becoming overdramatic We leave the drama to the reality TV series We want the level of graphics that will grab someone s attention and hold it for long enough to convey the point