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Low IVR (2%) and no volatility differential between DEC and JAN sets up nicely for directional diagonal! Now if we can only get the direction correct, we will be golden.
By tastylive4.9
8989 ratings
Low IVR (2%) and no volatility differential between DEC and JAN sets up nicely for directional diagonal! Now if we can only get the direction correct, we will be golden.

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