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France Election | Potential Poll Surprises

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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 forecast...

 

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France Election | Potential Poll Surprises

Quick take on France legislative election polls and potential surprises