Short-dated at-the-money options have a (lower) (higher) gamma than at-the-money options with a greater amount of time

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Short-dated at-the-money options have a (lower) (higher) gamma than at-the-money options with a greater amount of time to expiration.

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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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