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ollama-model-training-5060ti/training_data/curated/text/7ff0c6a8a6e65ec93f4041a2a1bbe81dbe25dd1b141f13d27f27eb04731d3143.txt

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The positive deltas indicate that both positions are bullish, but the outright
call has a higher delta. Some of the 395 calls directional sensitivity is lost
when the 405 call is sold to make a spread. The negative delta of the 405
call somewhat offsets the positive delta of the 395 call. The spread delta is
only about 20 percent of the outright calls delta. But for a trader wanting to
focus on trading direction, the smaller delta can be a small sacrifice for the
benefit of significantly reduced theta and vega. Theta spreads risk is about
7 percent that of the outright. The spreads vega risk is also less than 4
percent that of the outright 395 call. With the bull call spread, a trader can
spread off much of the exposure to the unwanted risks and maintain a
disproportionately higher greeks in the wanted exposure (delta).
These relationships change as the underlying moves higher. Remember,
at-the-money (ATM) options have the greatest sensitivity to theta and vega.
With Apple sitting at around the long strike, gamma and vega have their
greatest positive value, and theta has its most negative value. Exhibit 9.3
shows the spread greeks given other underlying prices.
EXHIBIT 9.3 AAPL 395405 bull call spread.
As the stock moves higher toward the 405 strike, the 395 call begins to
move away from being at-the-money, and the 405 call moves toward being
at-the-money. The at-the-money is the dominant strike when it comes to the
characteristics of the spread greeks. Note the greeks position when the
underlying is directly between the two strike prices: The long call has
ceased to be the dominant influence on these metrics. Both calls influence
the analytics pretty evenly. The time-decay risk has been entirely spread off.
The volatility risk is mostly spread off. Gamma remains a minimal concern.
When the greeks of the two calls balance each other, the result is a
directional play.