As time passes, the delta of the long out-of-the-money call options will (increase) (decrease) faster than that
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As time passes, the delta of the long out-of-the-money call options will (increase) (decrease) faster than that of the short at-the-money option.
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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