Calculate the gamma of the following 90/95 put 1-to-2 backspread: 90 strike put gamma 0.07 95

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Calculate the gamma of the following 90/95 put 1-to-2 backspread:

90 strike put gamma  0.07 95 strike put gamma  0.10 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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