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You long 10 ATM straddle Ie 10 call and 10 put both at strike of 100. What is the delta and gamma value of the
You long 10 ATM straddle Ie 10 call and 10 put both at strike of 100. What is the delta and gamma value of the position?
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Market Practice In Financial Modelling
Authors: Tan Chia Chiang
1st Edition
9814366544, 978-9814366540
