OIH was adjusted quite few times. Check out the OP’s discussion forum for more detail (click here)
Profitable trading, OptionPundit
OIH was adjusted quite few times. Check out the OP’s discussion forum for more detail (click here)
Profitable trading, OptionPundit
what is the criteria for such adjustment?
There are many reasons, but primarily greeks and I would like it to as close to original greeks as possible.
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