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April 14, 2016 at 12:24 pm
#5415
Nishant
Participant
Hi Igor, My strikes for this position are
SELL -10 IRON CONDOR SPX 100 (Weeklys) JUN1 16 2150/2160/1850/1860 CALL/PUT
2150 call is approaching delta 20
My Net Delta is -37 how do I hedge this position?