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Use the following information and assume all else is equal: SPY: $414 Call: $1.20 Delta: 0.65 Gamma: 0.10 Speed: .03 What would the approximate value
Use the following information and assume all else is equal: SPY: $414 Call: $1.20 Delta: 0.65 Gamma: 0.10 Speed: .03 What would the approximate value of the option be if SPY went up $2? What would the approximate value be if SPY went down $2?
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To calculate the approximate value of the option if the SPY Standard Poors 500 ETF goes up or down b...
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Intermediate Accounting
Authors: Elizabeth A. Gordon, Jana S. Raedy, Alexander J. Sannella
1st edition
978-0133251579, 133251578, 013216230X, 978-0134102313, 134102312, 978-0132162302
