3 ms·
The above is a diagonal. Another option could be to be in an equivalent vertical (both shorter expiry) and then long a 2-5 delta back-dated put to get vanna fo
by rustcleaner 3y ago
The above is a diagonal. Another option could be to be in an equivalent vertical (both shorter expiry) and then long a 2-5 delta back-dated put to get vanna for downside protection.