Question: Consider a client who believes that US market volatility will changes substantially over the next month, but is uncertain in which direction. The client wishes
Consider a client who believes that US market volatility will changes substantially over the next month, but is uncertain in which direction. The client wishes to buy a product that reflects her views. How could you construct such a position?
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Long Straddle A long straddle involves buying both a call option and a put option with the same stri... View full answer
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