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Hedging Options Positions Consider three puts, all written on the same stock. One of the puts has a delta of -0.8, one put has delta
Hedging Options Positions
Consider three puts, all written on the same stock. One of the puts has a delta of -0.8, one put has delta of -0.5, and other put has a delta of -0.1. Assign these deltas to the puts in the following table.
Put Exercise Price Delta
A 10 ?
B 20 ?
C 30 ?
Please explain why these deltas are assigned to the puts?
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