They aren't using strike-vols, so the stresses are fucked. Shows me down $280K on day1, when I am up a few K. I have to go into the position and stress SPX vols down two handles to get a flat PNL.
I trade so little SPX that perhaps I simply haven't previously noticed it.
What a joke. Amateur hour.
I trade so little SPX that perhaps I simply haven't previously noticed it.
What a joke. Amateur hour.