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Your option position is short vega and long delta, what do you want to happen to be profitable? A. Volatality to go up and the
Your option position is short vega and long delta, what do you want to happen to be profitable?
A. Volatality to go up and the underlying to go up
B. Volatality to go up and the underlying to go down
C. Volatality to go down and the underlying to go up
D. Volatality to go down and the underlying to go down
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