Hello! I have a question about what margin that actually is required for below VXX position. I calculated it here and got this. I wonder if below...
Hello! I have a question when it comes to hedge with options. I will take an example. 1. We sell short the VXX with 100 shares at price: 10.00...
Hello! I am trying to theoretically price the VXX options by using a code snippet from the BlackScholes model. The snippet for a call option is...
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