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The standardized moneyness is closely connected with the auxiliary variables in the Black–Scholes formula, specifically the phrases d+ = d1 and d− = d2, which can be outlined as: Small possibility. Since you possibility shedding only the premium once you go extended on a call option, this strategy offers a https://optionchain89023.blogdanica.com/26888478/an-unbiased-view-of-strike-price

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