Disliked{quote} hi fti, thanks for the comment, i have been suspecting that the implied vols is the factor that may break this strategy, since it is the single variable in the black scholes that cannot be controlled, most others are either negligible, or can be neutralised with some strategy. does that mean that we need to catch the implied vols when it spikes out of order, since implied vols usually are mean reverting from a TA point of view, when the markets get from a state of out of equilibrium to going back to equilibrium? also i was thinking if...Ignored
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