When initiating ratio spreads, in the case of large implied volatility differentials between strike prices, would one
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When initiating ratio spreads, in the case of large implied volatility differentials between strike prices, would one purchase an option with the lower or the higher implied volatility and would one sell a greater number of options with the lower or the higher volatility?
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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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