Short-dated at-the-money options have a (lower) (higher) gamma than at-the-money options with a greater amount of time
Question:
Short-dated at-the-money options have a (lower) (higher) gamma than at-the-money options with a greater amount of time to expiration.
LO.1
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
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
Question Posted: