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