Hey guys sorry about the images! I have uploaded them again to this message... hope it works this time. [ATTACH] [ATTACH] [ATTACH] [ATTACH]
I'm a bit confused about the relationship between volatility and gamma for ITM and OTM options. I was reading the article below and it states high...
Can you please elaborate what you mean by this? Calendar spreads have a net Vega so don't they experience a pnl based on vol shifts?... or from...
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