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November 20, 2012  Tue 1:47 AM CT

PG: SEE CHART GET CHAIN FIND STRATEGIES
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Education & Strategy

The Strike-Based Greeks

The other Greeks (Gamma, Vega, and Theta) are calculated by using month and strike data, and not by individual option. These are called strike-based Greeks. Gamma, Theta, and Vega are all strike-based Greeks

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