Question: Q 4 . Delta and Gamma with Uniform Distribution ( 2 0 points ) Current underlying price at 1 0 0 0 , and you

Q4. Delta and Gamma with Uniform Distribution (20 points)
Current underlying price at 1000, and you expect price at expiration follows uniform distribution
with mean absolute deviation of 200.
You LONG 100 PUTs with strike at 900.
Q4a. What is the TOTAL delta of your 100 LONG PUTs position? (2 points)

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