Question: Assume S = $33.00, = 0.32, r = 0.06, div = 0.01. You short 100 $35 strike puts at 68 days until expiration. Under a

Assume S = $33.00, = 0.32, r = 0.06, div = 0.01. You short 100 $35 strike puts at 68 days until expiration. Under a delta hedge position, what is your overnight profit/loss if the stock rises to $34.50? Assume no cost to short stock.

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