Are Long Calendars A Vega Positive Position? I say NO!

This is Karl Domm with your Real P&L channel.  Today, I’m going to talk about calendars and Vega.  The question is are calendars a positive Vega position, and how accurate is the simulation software available in the market place when calculating Vega?   I’m going to use a simulation software that is accurate in tracking P&L, …

Are Long Calendars A Vega Positive Position? I say NO! Read More »

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