Greeks
What happens to your iron condor Greeks when the market does a 30% EUR/CHF-style move in minutes like the SNB removal day?
Greeks black swan iron condor mechanics
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This is a great question about what happens to your iron condor greeks when the market does a 30% eur/chf-style move in minutes like the snb removal day. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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