Assume you have two European call options $($same maturity and same underlying$),$ Call$-$A and Call$-$B$,$ on a stock. Call$-$A has a Delta$=0\mathrm{.}5825.$ Call B has a Delta$=0\mathrm{.}7773.$ You sold $1000$ units of Call$-$A$,$ buy $872\mathrm{.}7$ units of Call$-$B and sold $95\mathrm{.}8$ shares of the underlying stock. What is the delta of your overall position?