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Article mentions 16-delta wings get crushed in VIX spikes above 20 because they ignore vega expansion that EDR catches. How are you guys handling vega in short-dated condors?
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This is a great question about article mentions 16-delta wings get crushed in vix spikes above 20 because they ignore vega expansion that edr catches. how are you guys handling vega in short-dated condors. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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