Question: Based on the Black-Scholes model, an option's premium can be used to assess the ________ volatility of the underlying futures price. A synthetic long futures

Based on the Black-Scholes model, an option's premium can be used to assess the ________ volatility of the underlying futures price.

A synthetic long futures contracts is created by trading a long call and

The change in an option's premium as the underlying futures price changes is known as the

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