Question: (k) Given that your trade limit allowance is 15 at the money options (due to vega), how many lots of the 340 puts and 440

(k) Given that your trade limit allowance is 15 at the money options (due to vega), how many lots of the 340 puts and 440 calls are you able to trade.

How about the 360/380 strangle and the 380/390 call spread?

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Vega Limit 15 340 Put Vega 012 Number of Lots 15012 125 440 Call Vega 014 Number of Lot... View full answer

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