Closed brndnmtthws closed 4 months ago
When we want to roll ITM contracts, we need to make sure we load ITM strikes too. If there's a strike limit provided, we use that as a lower/upper-bound, otherwise use the underlying price.
When we want to roll ITM contracts, we need to make sure we load ITM strikes too. If there's a strike limit provided, we use that as a lower/upper-bound, otherwise use the underlying price.