Question
use simulator, Given that your trade limit allowance is 15 at the money options (due to vega), how many lots of the 340 puts and
use simulator, Given that your trade limit allowance is 15 at the money options (due to vega), how many lots of the 340 puts and 440 calls are you able to trade. How about the 360/380 strangle and the 380/390 call spread?
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Public Finance and Public Policy
Authors: Jonathan Gruber
5th edition
1464143331, 978-1464143335
