An investor buys the calendar spread, and the strike price is exactly the same as the underlying
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An investor buys the calendar spread, and the strike price is exactly the same as the underlying price. Specify the direction of the spread’s delta, gamma, theta, and vega.
Delta: positive, negative, or neutral Gamma: positive, negative, or neutral Theta: positive, negative, or neutral Vega: positive, negative, or neutral LO.1
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Related Book For 
Option Spread Strategies Trading Up Down And Sideways Markets
ISBN: B003O2SXRI
1st Edition
Authors: Anthony J Saliba ,Joseph C Corona ,Karen E Johnson
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