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Tyler Krett
Wednesday 14 December 2022
Long Straddle
The Setup Buy a call, strike price A Buy a put, strike price A Generally, the stock price will be at strike A A long straddle is the best of
Long Straddle
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Darren Krett
Tuesday 31 January 2023
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Elements of an Option Price
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ELEMENTS OF AN OPTION PRICE An option price is composed of several elements: Intrinsic value: the amount by which an option is in-the-money,
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Glossary
Tyler Krett
Thursday 1 December 2022
Y-Z
Zomma Zomma is a third-order risk measure of the degree to which the gamma of an options contract is sensitive to changes in implied volatil
Y-Z
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