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- UID
- 223459
- 帖子
- 302
- 主题
- 9
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-4
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as far as i have read....call deltas are positive that is frm 0 to 1 as d stock price increases and put deltas are negative that is frm -1 to 0 as the stock price increases cause call deltas are positively related to stock price..and put deltas are negatively related to stock price..
as far as gamma goes...long calls n long puts have positive gammas and short calls n puts will have negative gammas... |
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发表于 2011-7-13 16:31
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