Consider a portfolio consisting of 50 shares of the stock, long 10 calls and short 30 puts.

Question:

Consider a portfolio consisting of 50 shares of the stock, long 10 calls and short 30 puts. What is the portfolio’s delta?

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...