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Option strategies — details
About this app
A strategy’s risk profile today: value curve above the payoff plus the aggregated greek curve over S (Δ/Γ/vega/Θ toggle) in two cards. Debunks “a straddle is market-neutral, hence riskless” — Δ ≈ 0, but Γ/vega are large and Θ bleeds daily; the short straddle mirrors it.
Subject: Financial derivatives
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