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You are long the ATM straddle expiring in 3 days, and short the ATM straddle expiring in 3 months. Do you expect to long or
You are long the ATM straddle expiring in 3 days, and short the ATM straddle expiring in 3 months. Do you expect to long or short vega? A. Long vega, the short term straddle has more vega. B. Short vega, the long term straddle has more vega C. Vega neutral, straddles have constant vega D. Vega neutral, the sum of option positions is 0
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