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5 Responses
Hey Dan! Thanks for all the great content and I’m loving your book on the greeks. I’m assuming that is a custom study showing the imp/historical vol. What are the settings?
Thanks!
Hey Mark, Here’s the ThinkScript for it http://tos.mx/XBNJDRt
What timeline do you buy the straddle for?
I typically like straddles with expirations 3 weeks to 2 months from today.
Thanks Dan!