Because the call ratio spread is generally short vega, will the value of the spread rise or
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Because the call ratio spread is generally short vega, will the value of the spread rise or fall when implied volatility rises, and rise or fall when implied volatility falls?
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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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