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Thanks for your quick response. Could you, please, be elaborate and provide specific details? I am ok with adding basis risk (skew or term structure).

Hello, I have a series of SPX Short Puts that have a combined delta of 25, Vega of -800 and Theta of 210. Expirie range from 30 days to 100 days. I am concerned about sharp increases in Volatility. What is the best way to hedge this position? I don't mid getting short delta. Please provide...