QS. Current underlying price at 100. Mean absolute deviation of 20. Q5a. What is the price of an ATM PUT and ATM CALL? What is the delta value of 2 long CALLS! 05. If you long 2 ATM CALLS, what position do you take in underlying shares to have a zero delta position (Note long 2 CALL short undering to go delta zero is same as a straddle)? 050 What is the gamma value of your the ATM CALL position, hedged with underlying shares from 57 (Note when you double the of option contracts, you double delta and garras well) 5d. Based on the delta and gamme values above, What is the detta of the above call underlying hedge position when underlying moves to $1207 What is your position PLT 050. Based on the delta and gamma values above, what is the delta of the above hedged call position when underlying moves to S? What is your position ? QSE. Price the CALL option with X-100 when underlying is at 100, 120, and to What is the Prl for long X-100 CALL when underlying moved from 100 16 307 what is the PL for 1 CALL when underlying moved from 100 to 1207 (for practice, redo the question with ATM straddle2 long PUT contracts hedged with underlying) 05. Current underlying price at 100. Mean absolute deviation of 20 Q5a. What is the price of an ATM PUT and ATM CALL? What is the delta value of long CALLS? 05. If you long 2 ATM CALLS, what position do you take in underlying shares to have a zero-delta position (Note long 2 CALL short underling to go delta zero is same as a straddle)? 05 What is the gamma value of your the ATM CALL position, hedged with underlying shares from Sb? (Note when you double the # of option contracts you double delta and gamma as well) Q5d. Based on the delta and gamma values above What is the delta of the above call underlying hedge position when underlying moves to $120? What is your position PL Q5e. Based on the delta and gamma values above, what is the delta of the above hedged call position when underlying moves to $80? What is your position PL 951. Price the CALL option with X-100 when underlying is 100 at 120, and at 80. What is the Pnl for long X 100 CALL when underlying moved from 100 to 807 what is the Pnl for 1 CALL when underlying moved from 100 to 1207 for practice, redo the question with ATM straddle, 2 long PUT contracts hedged with underlying) QS. Current underlying price at 100. Mean absolute deviation of 20. Q5a. What is the price of an ATM PUT and ATM CALL? What is the delta value of 2 long CALLS! 05. If you long 2 ATM CALLS, what position do you take in underlying shares to have a zero delta position (Note long 2 CALL short undering to go delta zero is same as a straddle)? 050 What is the gamma value of your the ATM CALL position, hedged with underlying shares from 57 (Note when you double the of option contracts, you double delta and garras well) 5d. Based on the delta and gamme values above, What is the detta of the above call underlying hedge position when underlying moves to $1207 What is your position PLT 050. Based on the delta and gamma values above, what is the delta of the above hedged call position when underlying moves to S? What is your position ? QSE. Price the CALL option with X-100 when underlying is at 100, 120, and to What is the Prl for long X-100 CALL when underlying moved from 100 16 307 what is the PL for 1 CALL when underlying moved from 100 to 1207 (for practice, redo the question with ATM straddle2 long PUT contracts hedged with underlying) 05. Current underlying price at 100. Mean absolute deviation of 20 Q5a. What is the price of an ATM PUT and ATM CALL? What is the delta value of long CALLS? 05. If you long 2 ATM CALLS, what position do you take in underlying shares to have a zero-delta position (Note long 2 CALL short underling to go delta zero is same as a straddle)? 05 What is the gamma value of your the ATM CALL position, hedged with underlying shares from Sb? (Note when you double the # of option contracts you double delta and gamma as well) Q5d. Based on the delta and gamma values above What is the delta of the above call underlying hedge position when underlying moves to $120? What is your position PL Q5e. Based on the delta and gamma values above, what is the delta of the above hedged call position when underlying moves to $80? What is your position PL 951. Price the CALL option with X-100 when underlying is 100 at 120, and at 80. What is the Pnl for long X 100 CALL when underlying moved from 100 to 807 what is the Pnl for 1 CALL when underlying moved from 100 to 1207 for practice, redo the question with ATM straddle, 2 long PUT contracts hedged with underlying)
