If you have a stock option portfolio with. A gamma position of 5 and your delta position

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If you have a stock option portfolio with. A gamma position of 5 and your delta position is 100.

What is your delta position when the portfolio declines by from $100 to $99?

Related Book For answer-question

Introduction To Derivatives And Risk Management

ISBN: 9781305104969

10th Edition

Authors: Don M. Chance, Robert Brooks

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Posted Date: Jun 11, 2023 12:25 AM

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If you have a stock option portfolio with. A gamma position of 5 and your delta position

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To calculate the new delta position when the portfolio declines from 100 to 99 we need to understand ... View the full answer

Introduction To Derivatives And Risk Management

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