If a long time spread widens on a down move, it could mean: a. Implied volatility increased.

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If a long time spread widens on a down move, it could mean:

a. Implied volatility increased.

b. The delta of the spread is remaining constant.

c. Theta increased.

d. Vega decreased.

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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If a long time spread widens on a down move, it could mean: a. Implied volatility increased.

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Option Spread Strategies Trading Up Down And Sideways Markets

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