When you are long an option and you delta hedge, you want volatility to increase and the
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Question:
When you are long an option and you delta hedge, you want
| volatility to increase and the underlying to move around a lot | ||
| volatility to decrease and the underlying to just stop moving | ||
| traders talking a lot about other asset classes and ignore your underlying | ||
| the cost of carry to narrow |
Expert Answer:
The statement When you are long an option and you delta hedge you want is only partially true Delta ... View the full answer
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