Question
If you no longer want to be long +700 gamma what would you try to do to dynamically hedge the gamma? a. sell an extra
If you no longer want to be long +700 gamma what would you try to do to dynamically hedge the gamma?
a. sell an extra 700 shaes of the sp 500 index
b. buy an extra 700 shaes of the sp 500 index
c. sell an option in a quantity such that the net gamma of the trade would equal -$700 gamma, thereby offsetting the original +$700
d. buy an option in a quantity such that the net gamma of the trade would equal +$700 gamma, thereby offsetting the original +$700
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Elements Of Chemical Reaction Engineering
Authors: H. Fogler
6th Edition
013548622X, 978-0135486221
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