Switching the Calandar
It is given that a position that is long a call with strike X in month 1, and short the put with strike Y in month 2 is collecting theta.
What can we say about a position that is short a put with strike X in month 1, and long the call with strike Y in month 2?
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.
0 solutions
No explanations have been posted yet. Check back later!