Calculate the vega of the following short call time spread: XYZ (June) 110 call vega 0.05

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Calculate the vega of the following short call time spread:

XYZ (June) 110 call vega 0.05 XYZ (July) 110 call vega 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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Question Posted: Jul 19, 2024 07:03 PM

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Calculate the vega of the following short call time spread: XYZ (June) 110 call vega 0.05

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Option Spread Strategies Trading Up Down And Sideways Markets

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