Option strategies spread straddle ifihoda962456497
S , X , σ are the price , r is the risk free rate., T are the exercise price , the volatility rate of the underlying stock, time to expiration of the option
A long straddle involvesgoing long in other words, interest rate, purchasing both a call option , a put option on some stock, index , other underlying.
Variable Ratio Write An option strategy in which the investor owns 100 shares of the underlying security , each option having., writes two call options against it Option strategies spread straddle.
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In finance, an option is a contract which gives the buyerthe owner , but not the obligation, sell an underlying asset , holder of the option) the right, to buy , .
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