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Showing content with the highest reputation on 08/16/2019 in all areas

  1. 1 point
    Djtux kindly impleme6my ratio calculation method with his historic data. So you can either bring it up in a table format or look at the larger table below it for all the crossings which by definition starts with the one with beat historic return. So entry say d12 and ext de for a 60/90 delta ratio yields x%. The data on the actual values of the options are given because for more extreme deltas sometimes the mid price is unattainable.
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