Greeks
With the Theta Time Shift, what’s the real impact on your Greeks? How do you keep delta under 0.18 and gamma under 0.05 after the roll?
delta gamma rolling mechanics
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This is a great question about with the theta time shift, what’s the real impact on your greeks? how do you keep delta under 0.18 and gamma under 0.05 after the roll. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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