Q4. Option Greeks of a call back ratio under NORMAL DISTRIBUTION Underlying is at $200. Rf Annual standard deviation of SBO. 3 months until maturity. You want to construct a CALL back ratio spread. Long 20 CALLS at 220 strike, and short 10 CALL at 200 strike. Q4. What is the delta of the position? (2 points) Q4b. What is the gamma value of the spread and one day theta value of the spreads (2 points) Q4c. What is the vega of the position (2 points) Q4d. Underlying moves up $10 over TWO-DAY PERIOD since you take on the position. I did not change. What is the Pol due to delta, gamma, and theta respectively (2 points)? e linderlying moves up $10 over TWO-DAY PERIOD since you take on the position. IV goes down from 0 to 75 Ah from 80 to 75. What is the PL due to delta, gamma, theta, and vega respectively (2 points)? Q4. Option Greeks of a call back ratio under NORMAL DISTRIBUTION Underlying is at $200. Rf Annual standard deviation of SBO. 3 months until maturity. You want to construct a CALL back ratio spread. Long 20 CALLS at 220 strike, and short 10 CALL at 200 strike. Q4. What is the delta of the position? (2 points) Q4b. What is the gamma value of the spread and one day theta value of the spreads (2 points) Q4c. What is the vega of the position (2 points) Q4d. Underlying moves up $10 over TWO-DAY PERIOD since you take on the position. I did not change. What is the Pol due to delta, gamma, and theta respectively (2 points)? e linderlying moves up $10 over TWO-DAY PERIOD since you take on the position. IV goes down from 0 to 75 Ah from 80 to 75. What is the PL due to delta, gamma, theta, and vega respectively (2 points)