VIX Hedging
During the 2020 COVID vol explosion, how much did those 0.50 delta layered VIX calls actually offset IC losses?
ALVH Historical Performance
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This is a great question about during the 2020 covid vol explosion, how much did those 0.50 delta layered vix calls actually offset ic losses. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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