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True or False: The Bear Call strategy has is considered high probability when entered with the strike prices out-of-the-money?
The most accurate description of a bear call spread is the following?
Which of these would result in a max gain in a bear call credit spread trade?
If we don’t close 1 contract of a bear call spread before expiration and the stock ends between the strike prices what will happens?
If in a bear call spread position, what is the stock price breakeven (potential cost basis) at expiration?
When drawing a risk graph for a bear call credit spread it would look like which of the following?
Which of the following statements is true of bear call credit spreads that are out-of-the-money?
If our bear call credit spread has a short call with a 0.50 delta and a long call with a 0.20 delta, what is the net delta of our trade?
If we collect a +3.00 credit, are short a call spread with a net delta of 0.10 and theta of -0.20 then what is our profit a day later if the stock goes down by 1.00 per share?
What two positions could be used to delta hedge a bear call credit spread position?