Using my NatGas storage models I am observing all of positive, negative and little sensitivity to shifts in the interest rate curve. NatGas storage can be thought of as a portfolio of Calendar Spread Options. In general can spread-options exhibit both positive or negative rho?

Re. Greeks for spread options: is the sensitivity of a spread option to interest rates always negative like with a standard call? Thanks

<t>Hi!I have always assumed that Asian options were cheaper not only than the simple option with the same terms, but also that the more frequent the averaging the cheaper the option, because of a volatility dampening effect.Some models I use and some volatiltiy adjustements suggested in the litterat...

<t>Hi!An example of the option I am pricing has the underlying defined daily as the average of prices for a given day in the week over the past rolling period of 4 weeks, the option life being 3 months.The investor and the trader are using this determination to trade daily but avoid exposure to an e...