With a ratio spread, the gamma quickly becomes (positive) (negative) as the underlying price moves to the
Question:
With a ratio spread, the gamma quickly becomes (positive)
(negative) as the underlying price moves to the short strike, or as implied volatility rises.
LO.1
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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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