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Popular Content

Showing content with the highest reputation on 07/15/2024 in Posts

  1. 1 point
    Yowster
    Grey bar on chart is the closing price of the ATM straddle on T-0. Price effect (middle bar on chart) is the based on the closing price on T+1 Max move (right bar on chart) is the largest move away from ATM straddle price on T+1
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