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Your book consists of a $ 1 0 m vega long 9 0 % strike 1 Y put and a short $ 5 m vega
Your book consists of a $m vega long strike Y put and a short $m vega strike M put. What are a Vega bM weighted vega c skew exposure
Your book consists of a $m vega long strike Y put and a short $m vega strike M put. What are
a Vega
bM weighted vega
c skew exposure
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