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Episode 21: How Volatility Surfaces Move
When spot moves, the volatility surface can move in different ways. Explore sticky-strike and sticky-delta behaviour, Vanna exposure and why surface dynamics matter to hedging.This episode is part of FX Options Daily, a 30-day themed season of The Trading Floor covering pricing, hedging, exotics, risk and institutional FX options practice.Full treatment: Chapter 21 of FX Options.Educational content only. Nothing in this episode constitutes investment advice.
The skinny
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