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MoontowerMeta Public Notion/
All Moontower Meta Blog Posts
All Moontower Meta Blog Posts
/The best of “Options and Volatility”/
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Simulating Dynamically Hedged Option Positions
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Zooming in on individual years
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Realized Vol: 40%

Realized Vol: 40%

From the batch of 40% RV sims, we randomly select a year that realized 38.3% vol.
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