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Assume 100,000 shares with 100 call contracts. online stock transaction fee = 0.11% call option transaction fee = 0.33% per annum registration fee of call

Assume 100,000 shares with 100 call contracts.

online stock transaction fee = 0.11%

call option transaction fee = 0.33% per annum

registration fee of call option = 0.143 per contract

share price= $5.84

call price = $0.33

call delta 0.47208

 

How to produce delta neutral strategy. 

How to calculate return before cost and return after cost.

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