When an investor buys an at-the-money time spread, the position is: a. Long vega, short gamma b.

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When an investor buys an at-the-money time spread, the position is:

a. Long vega, short gamma

b. Long gamma, short vega

c. Long vega, long gamma

d. Short vega, short gamma 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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When an investor buys an at-the-money time spread, the position is: a. Long vega, short gamma b.

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Option Spread Strategies Trading Up Down And Sideways Markets

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