Greeks of leveraged ETFs
Ultra ETFs deliver a 2 delta. There is a negligible amount of gamma, theta, and vega, a small amount of rho, and some exposure to dividend risk and borrowing costs.
-- ET comment on the option greeks of ETFs.
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Ultra ETFs deliver a 2 delta. There is a negligible amount of gamma, theta, and vega, a small amount of rho, and some exposure to dividend risk and borrowing costs.
-- ET comment on the option greeks of ETFs.
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