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One problem with extremely high delta is potential Buying Power Expansion. If something happens to the naked positions, the BP expansion can reduce the capital availability and potentially triggers a margin call. Today, Tom and Tony explain this by using historical data.
One problem with extremely high delta is potential Buying Power Expansion. If something happens to the naked positions, the BP expansion can reduce the capital availability and potentially triggers a margin call. Today, Tom and Tony explain this by using historical data.