Question: What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made

What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of each option is 0.7?

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17.2. What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 call options be made delta neutral when the delta of each option is 0.7?

What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of a long position in each option is 0.7?

15.2. What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of each option is 0.7?

What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1000 options be made delta neutral when the delta of each option is 0.7?

What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of each option is 0.7

Derivatives help please ? What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of each option is 0.7

What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of each option is 0.7?

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