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Spread Delta Exposure

Spread Delta Exposure

Released Thursday, 13th August 2020
Good episode? Give it some love!
Spread Delta Exposure

Spread Delta Exposure

Spread Delta Exposure

Spread Delta Exposure

Thursday, 13th August 2020
Good episode? Give it some love!
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Converting a naked option to a spread can reduce our Delta exposure. Does this reduced Delta exposure for spreads persist through the life of the trade? Today, Tom and Tony discuss the Delta exposure of the Spreads

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