Calculate the delta of the 95/100 1-to-2 call ratio spread with the options having the following deltas:

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95 strike call delta 0.50 100 strike call delta 0.35 LO.1

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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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Question Posted: Jul 19, 2024 07:03 PM

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Calculate the delta of the 95/100 1-to-2 call ratio spread with the options having the following deltas:

Question:

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Option Spread Strategies Trading Up Down And Sideways Markets

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