A aymane07 New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Apr 7, 2014 #1 Why is 10 delta risk reversal cheaper than 20 delta risk reversal? (U are long the risk reversal..)
O ov25 New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Apr 15, 2014 #2 10 deltas are further OTM (out of the money) strangles – whose puts and calls are cheaper compared to 20 deltas which are closer to ATM.
10 deltas are further OTM (out of the money) strangles – whose puts and calls are cheaper compared to 20 deltas which are closer to ATM.