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JoeA

Deltas for Double Calendars in Scanner

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The Scanner for the VolatilityHQ tool gives RVs for double calendars in its results. What are the deltas that are used for placing the two calendars on each side of the ATM strike?

@Djtux  @Yowster

Note: I meant to put this in the VolatilityHQ thread and not as a new topic. Sorry.

Edited by JoeA

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