Vega of the at-the-money long put position

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Reference no: EM132038022

What happens to the Delta and Vega of the at-the-money long put position if implied volatility increases? What happens to the Gamma of the at-the-money long put position if the implied volatility increases? You can use analytical formulas or options calculator, for example Bloomberg options calculator.

Reference no: EM132038022

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