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thimble


Total Posts: 1
Joined: Jun 2018
 
Posted: 2018-06-24 06:16
My PnL for a short straddle continuously hedged is $vega*(IV - RV). For a long butterfly spread I will eventually be long gamma outside the wings. So If I continuously hedge my deltas for a butterfly is my PnL still the same(vega *(IV-RV))? Thanks
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