S$0=100$; DTE$=63$; sigma$=40.$

a$.$ Where is the strike for $50$ delta put and $25$ delta put?

b$.$ you constructed a front ratio spread by

long $100$x $50$ delta put

short $200$x $25$ delta put

what is the delta and what is the gamma of the front ratio spread?

c$.$ what is your one day theta for the overall position?

d$.$ What is your gamma pnl and total pnl from i delta; ii gamma; iii theta, if stock price moves to $95$ or $105?$

e$.$ what if movement is $$2$ for underlying?

f $.$what is your new delta after stock moves to $105?$ How to rehedge?

g$.$ What if stock moves down to $95?$