In the case of the long butterfly, does a gamma of 0.07 mean that the overall delta
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In the case of the long butterfly, does a gamma of –0.07 mean that the overall delta of the position would change for or against the trader for every 1 point the underlying moves?
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ISBN: B003O2SXRI
1st Edition
Authors: Anthony J Saliba ,Joseph C Corona ,Karen E Johnson
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