What is the volatility view implied by a long horizontal call spread? What about a short horizontal

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What is the volatility view implied by a long horizontal call spread? What about a short horizontal put spread?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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What is the volatility view implied by a long horizontal call spread? What about a short horizontal

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If you hold a long horizontal call spread and volatility rises the position generally a...View the full answer

Derivatives Principles And Practice

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