Ok first of all I hope you guys all have a good laugh at my expense when I explain the predicament I got myself in. I am laughing at myself as well but just out of darn stubbornness I want to see a way out of this with paying as little learning money as required.
Last week – following some books I had been reading and in the context of the low volatility environment we are in – I thought to do a small experiment regarding Vega, double calendars and earnings. The fundamental idea is simple:…