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