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Volatility Arbitrage

CallStrikePut
PriceDeltaGammaVegaTheta1300ThetaVegaGammaDeltaPrice
1,3870.4260.0091.184-0.459-0.4231.1840.009-0.5742,316
Black-Scholes: Delta Derivation
Black-Scholes Dual Delta
Black Scholes: Gamma Derivation