It is widely known that pnl for a delta hedged single option position is on average proportional to spread between IV and HV. I am wondering which...
I have been reading much material on volatility trading and I am wondering whether it is something suitable for a retail trader given the margins...
Is there usually any long or short predominant bias on pure volatility, delta hedged books? In my mind, it would make sense to try to equalize...
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