Trading Options Greeks

Trading Options Greeks

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Libby will sell 10 HarleyDavidson March (22day) 70 puts at 1.85 against her short 1, 000 shares of HarleyDavidson, which ... Exhibit 5.11 displays an array of theoretical values of the put at eight days until expiration as the stock price changes.

Title:Trading Options Greeks
Author:Dan Passarelli
Publisher:John Wiley & Sons - 2012-08-22


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