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XYZ stock is trading around 16.40. The call option on the $16 strike has a gamma of 0.617. What is the gamma of the put
XYZ stock is trading around 16.40. The call option on the $16 strike has a gamma of 0.617. What is the gamma of the put on the $15 strike? (in decimal, use three decimal places).
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Lessons In Corporate Finance
Authors: Paul Asquith, Lawrence A. Weiss
2nd Edition
1119537835, 978-1119537830
