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The question becomes then, should I flatten out the delta and if so what is the mechanism to do that.
There are of course differing options on how to deal with this issue but here is what I tell students. First there is a difference between 0 delta and flat delta. Absolutely no directional bias.
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A flat delta for this position is essentially a short delta position. Reports of police abuse ranging from horrific violence to quiet bribery have risen sharply since the election of President Viktor Yanukovych.
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We only want to bury them.
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