France Elections

France Election | Potential Poll Surprises

Alessio Farhadi

Speevr Intelligence
June 30, 2024

Interview Question
You are long a binary European call option that's deep in-the-money with a couple of months till maturity. Describe what happens to the option delta as the implied volatility increases/decreases.
Technically, we may refer to our 2020 US election forecaster as a...

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