Question: Based on the information provided in the able below, calculate the portfolio's delta, gamma, and vega. Type Position Delta Gamma Vega Call -1,500 0.5 2.2
Based on the information provided in the able below, calculate the portfolio's delta, gamma, and vega.
Type Position Delta Gamma Vega
Call -1,500 0.5 2.2 1.8
Call 500 0.8 0.6 0.2
Put -3,000 -0.4 1.3 0.7
Call -500 0.7 1.8 1.4
Answer: 500, -7,800 and -5,400.
I need the calculations with clarification
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