Solution-Mean to assert that the delta of a call option

Mean to assert that the delta of a call option

Reference no: EM133112473

What does it mean to assert that the delta of a call option is .8? How can a long position in 2,000 options be made delta neutral when the delta of a long position in each option is 0.8?

Reference no: EM133112473

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Mean to assert that the delta of a call option : What does it mean to assert that the delta of a call option is .8? How can a long position in 2,000 options be made delta neutral when the delta of a long posit

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Mean to assert that the delta of a call option

Reference no: EM133112473

Reference no: EM133112473

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