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Using ‘By Maturity', you can plot any of the virtual option period's current and historical roll risk reversals by delta. The default is set to the 30 day maturity using the 25 delatdelta.
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By clicking in either the ‘VI’ (volatility index) or the ‘Delta’ boxes you can create a new risk reversal and then clicking on the '+' button to add it as a new instrument to be plotted.
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