The VIX/SPY hedge: When volatility increases and the term structures invert, it is also the case that VIX futures begin to trade at discounts to VIX. When VIX futures trade at a steep discount to VIX, ...
Learn about net option premium, the complete amount paid by traders when selling and purchasing options simultaneously.
nse_holidays=[dt.date(2021,7,21),dt.date(2021,8,19),dt.date(2021,9,10),dt.date(2021,10,15),dt.date(2021,11,4),dt.date(2021,11,5),dt.date(2021,11,19)] ...