02. You long 10 ATM straddle. le 10 call and 10 put both at strike of 100. oza. What is the delta and gamma value of the position? (2 points)? Q2b. What is the one-day theta value for the position? Is it positive or negative? (2 points) 02c. If underlying goes down by $2 in one day, what is the gamma Pnl, as well as total Pnl for the position 23 points)? (hint: total Pnl is the sum of Pnl from a. delta; b. gamma; c. theta) 02. You long 10 ATM straddle. le 10 call and 10 put both at strike of 100. oza. What is the delta and gamma value of the position? (2 points)? Q2b. What is the one-day theta value for the position? Is it positive or negative? (2 points) 02c. If underlying goes down by $2 in one day, what is the gamma Pnl, as well as total Pnl for the position 23 points)? (hint: total Pnl is the sum of Pnl from a. delta; b. gamma; c. theta)