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Suppose you are long 100 contracts on AMZN 1-year 25-delta strangle (25-delta call + 25-delta put). How much will your option position increase in value
Suppose you are long 100 contracts on AMZN 1-year 25-delta strangle (25-delta call + 25-delta put). How much will your option position increase in value if AMZN stock price goes down by $1 (use negative number if value decreases; a contratct is 100 shares).
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To calculate the impact of a 1 decrease in AMZN stock price on your option position we need to consi...
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Data Analysis And Decision Making
Authors: Christian Albright, Wayne Winston, Christopher Zappe
4th Edition
538476125, 978-0538476126
