Market Measures - December 26, 2018 - BP Expansion Risk Across Deltas

published 3 weeks ago by tastytrade, Inc.

Where is the most Buying Power Expansion Risk? Is it to the 5 delta put or is it to the 50 delta put? Today, we are going to examine the buying power expansion risk for varying deltas. We record and plot the BP expansion rate for all occurrences in...

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