If you buy the ATM time spread and the underlying moves significantly in either direction, the spread

Question:

If you buy the ATM time spread and the underlying moves significantly in either direction, the spread will decrease, or narrow in value (assume no change in volatility). True or false?

LO.1

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Option Spread Strategies Trading Up Down And Sideways Markets

ISBN: B003O2SXRI

1st Edition

Authors: Anthony J Saliba ,Joseph C Corona ,Karen E Johnson

Question Posted: