The term structure of implied volatility shows a sharp upward slope. If an investor thought the market
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The term structure of implied volatility shows a sharp upward slope.
If an investor thought the market was about to make a sharp move in either direction, would he consider a long at-the-money calendar spread or a short at-the-money calendar spread to take advantage of this?
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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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