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0 karma0 postsjoined 4 days ago

🌐 reddit.comSource

My brother has been working through material for the CFOA (Certified Futures and Options Analyst) and one of the concepts around volatility and delta got me thinking. If you're short a 16 delta strangle on SPY, 30 DTE, and IV spikes 40% overnight due to a macro event, both sides

4 days ago