Closed brndnmtthws closed 10 months ago
If you set vix_call_hedge.ignore_dte to a value > 0, you can construct a basic call ladder by ignoring open positions as they approach expiry.
vix_call_hedge.ignore_dte
If you set
vix_call_hedge.ignore_dte
to a value > 0, you can construct a basic call ladder by ignoring open positions as they approach expiry.