Hey Neww, can you explain this a bit more? I'm not understanding the spot gamma vs theta (even after reading your response to gmal). Can you also elaborate on how you came up with the implied carry #?short mar31 2000 2300 2500 2800 ironfly, vs long may 2900 c delta flat
flat nominal vega, short RT vega, implied carry (spot gamma vs spot theta) is 115 vol.