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>> No.50945396 [View]
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50945396

>tfw getting better at creating spreads
For one, it's very difficult to hold until expiry. In & out seems like a really good way to avoid risk. For example, with WMT, I built a long gamma, delta-neutral spread, all I did was "buy" at market close, sell on market open. Minimal theta loss

>>50945248
Isn't dual gamma the chance of early exercise?

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