What does it mean to assert that the delta of a call option is 0.7? How can

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What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of each option is 0.7?

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:19 PM

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What does it mean to assert that the delta of a call option is 0.7? How can

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A delta of 07 means that when the price of the stock increases by a small ...View the full answer

Options Futures and Other Derivatives

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