In this instance, after we measure vol in lesser 30 min increments, we are able to see it is actually substantially various than vol measured on shut to close price ranges. Equally traders purchase the straddle on the one vol for instance, who do you believe could be greater off? The one that hedges a number of moments per day or the one that hedge

$ In the "get the job done situation" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a bit)$begingroup$ For a possibility with rate $C$, the P$&$L, with respect to improvements from the fundamental asset rate $S$ and volatility $sigma$, is provided byPNL were being established to accomplish at Coachella, c