The long butterfly will have a (positive) (negative) delta when the underlying is trading below the middle

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The long butterfly will have a (positive) (negative) delta when the underlying is trading below the middle strike, and a (positive)

(negative) delta when the underlying is above the strike.

LO.1

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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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Question Posted: Jul 19, 2024 07:03 PM

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The long butterfly will have a (positive) (negative) delta when the underlying is trading below the middle

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Option Spread Strategies Trading Up Down And Sideways Markets

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