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the vega of a delta neutral options straddle is 3000 and the theta is -1200 estimate the change in position value after 3 days it

the vega of a delta neutral options straddle is 3000 and the theta is -1200 estimate the change in position value after 3 days it by that time inderlying assest implied volatility jumps up by 5% without a substacial change in underslying price.

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