If a long strangle had a vega of 0.15, for every 1 percent change in the _________________________,

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If a long strangle had a vega of 0.15, for every 1 percent change in the _________________________, the price of the strangle would change by 0.15.

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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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If a long strangle had a vega of 0.15, for every 1 percent change in the _________________________,

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Option Spread Strategies Trading Up Down And Sideways Markets

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