On expiration, the stock is pinned to a strike. Under which of the following scenarios do you have strike risk?
I Long ATM call, long ATM put
II Long ATM call, short ATM put
III Short ATM call, short ATM put
This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try
refreshing the page, (b) enabling javascript if it is disabled on your browser and,
finally, (c)
loading the
non-javascript version of this page
. We're sorry about the hassle.
No explanations have been posted yet. Check back later!