Delta and gamma hedge writing 1,300 call options on stock ABC with X=540! As your answer, provide the number of shares to be held rounded to the nearest integer. Here is the data: Stock's current price: $540 Call 1 Call 2 X1=540 X2=$600 C1=71.85 C2-$48.80 Delta1=0.8 Delta2=0.45 Gamma1 -0.0036 Gamma2=0.0023