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Theo Value - Mid Price Difference Percent of Avg Price

Last Updated: July 19, 2022

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Theo Value - Mid Price Difference Percent of Avg Price

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Ranker Criterion - Theo Value - Mid Price Difference Percent of Avg Price

The theoretical spread value (based on smooth vol) difference to current mid-price (theo - mid) of the spread compared to the average of both prices for normalization.

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