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Is this true or false? Say you own the Call for the month of March that has strike $1.160. The next day, our Spot rises
Is this true or false?
Say you own the Call for the month of March that has strike $1.160. The next day, our Spot rises from +0.01 to $1.1675, other things equal, the Call for the month of March premium should rise since our intrinsic value changes from 0.25 cents to 1.25 cents.
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