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#1

Hi David,

I get when you calculate Delta Exposure you use = delta of the position * quantity

However, when you calculate gamma exposure why do you divide the result by 100 = (gamma of position * quantity)/100

The gamma and delta are direct output from kirk spread approximation.

I get when you calculate Delta Exposure you use = delta of the position * quantity

However, when you calculate gamma exposure why do you divide the result by 100 = (gamma of position * quantity)/100

The gamma and delta are direct output from kirk spread approximation.

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