Options Strategies
Anyone using EDR >0.94% or VIX>16 triggers to roll their short VIX layer into the longer ones? How does that mesh with theta time shift on the IC side?
EDR rolling theta
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This is a great question about anyone using edr >0.94% or vix>16 triggers to roll their short vix layer into the longer ones? how does that mesh with theta time shift on the ic side. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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