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If you wanted to take advantage of an expected increase in the VIX index with a single option position, what option position would you use?
If you wanted to take advantage of an expected increase in the VIX index with a single option position, what option position would you use? Describe the risk of the option position in terms of the Delta and the change in time value.
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To take advantage of an expected increase in the VIX index one could consider purchasing long call o...Get Instant Access to Expert-Tailored Solutions
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