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Options Trading

Gamma & calendar spreads - what's the deal?

Options TradingTradeKing

Hi Brian,

long calendar spreads

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Hello Keith,

implied volatility

What is gamma and how does it work?

Gamma

How does implied volatility affect gamma?

normally distributed

When and where is gamma the biggest?

Back to the distributions!

What underlyings work for calendar spreads?

 calendar spreads

Brian Overby

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