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Gamma Neutrality

From Theory To Practice

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We’re all familiar with delta neutrality, and how it eliminates our directional risk. So, we tried to take that same concept and apply it to both theta and vega, but we learned that those might not be as desirable. But, what about gamma? Is neutralizing our gamma a favorable outcome? Is it even feasible? Mike, from Everyday Trader, joins the set to help us answer both of those questions.

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