SIBASHISH ACHARYA’s Post

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Equity Derivatives Specialist at ELEVERR, NISM Certified* I run a popular program-"THE COMPLETE FUTURES AND OPTIONS CLASS"

www.sibashish.com WHO CAN ANSWER THE FOLLOWING MCQ?? Which of the following statements about advanced derivative trading concepts is NOT TRUE? A) In a Black-Scholes framework, implied volatility is a constant and does not vary with the strike price or expiration date of options. B) Gamma is the rate of change of Delta with respect to changes in the price of the underlying asset, and it is highest for at-the-money options close to expiration. C) A calendar spread strategy involves selling a shorter-term option and buying a longer-term option with the same strike price, typically benefiting from the difference in time decay. D) Vega measures the sensitivity of an option's price to changes in the volatility of the underlying asset, and it tends to be higher for options with longer time to expiration.

The complete options trading class : Basic to advanced to super advanced level

The complete options trading class : Basic to advanced to super advanced level

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