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PLEASE HELP You set a put front ratio spread: long 1 put at 4625 strike and short 2 puts at 4275 strike. What is the
PLEASE HELP You set a put front ratio spread: long 1 put at 4625 strike and short 2 puts at 4275 strike.
What is the vega value for the 4625 put, 4275 put and the 1x2 front ratio as a whole
Consider the case that the IV curve gets elevated as well as becomes steepened after the selloff to 4500. Assume 4625 strike put IV goes up from 19% to 23%. IV for 4275 put goes up from 25% to 30%. What is the PnL due to vega for each leg of the put front ratio spread? What is the total vega PnL
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