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21. A stock rose $4.87 a share today and your call option moved up $2.85. What was yesterday's gamma? 22. An ATM option is more

21. A stock rose $4.87 a share today and your call option moved up $2.85. What was yesterday's gamma? 22. An ATM option is more likely to have a high gamma and vega, but a low delta. a. True b. False

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