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Q2. You bought 120 call with 10 days to expiration. Stock now is priced at 100. Annual stdev is $100. a. what is option's delta

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Q2. You bought 120 call with 10 days to expiration. Stock now is priced at 100. Annual stdev is $100. a. what is option's delta and gamma and 1-day theta? b. if stock moves from 100 to 120 OVER TWO DAY PERIODS, what is the pnl due to delta / gamma/ theta respectively? C. consider the counter party to your trade. How should your counter party hedge their exposure with underlying stocks? d. what is counter party's pnl over 2 days for their HEDGED POSITION? Q2. You bought 120 call with 10 days to expiration. Stock now is priced at 100. Annual stdev is $100. a. what is option's delta and gamma and 1-day theta? b. if stock moves from 100 to 120 OVER TWO DAY PERIODS, what is the pnl due to delta / gamma/ theta respectively? C. consider the counter party to your trade. How should your counter party hedge their exposure with underlying stocks? d. what is counter party's pnl over 2 days for their HEDGED POSITION

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