E EliteThink Jul 10, 2015 #11 Trust me, without this characteristic, I would selling many less spx calls than I do... Still, that delta/vega gearing off the lows is largely countered by the vol crush, up to a point. Once things flatten out, those calls can gain ground quickly.
Trust me, without this characteristic, I would selling many less spx calls than I do... Still, that delta/vega gearing off the lows is largely countered by the vol crush, up to a point. Once things flatten out, those calls can gain ground quickly.
