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Vol filter for legs of the trade
under consideration
M
Migration
I would like to apply different min and max vols to each leg of the trade. This is particularly important if I have four legs: two call debit legs and two put debit leg. I would like different vols for each of the two spreads. Thanks!
Created by Matthew Simon
·
January 22, 2025
r
rusty.moorman@optionomega.com
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under consideration
·
January 31, 2025
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