Suppose you are running a trading desk which trades WTI futures options. At the end of the day, the futures price is $69, and you are long 20 calls with a strike of 68 with a volatility of 19% and short 10 calls with a strike of 74 with a volatility of 24%. These options all have 0.2 years to maturity and the riskless rate for this horizon is 2.4%. You need to Delta hedge this position using futures (which are the underlying of the options). How many futures contracts do you enter into? (No need to round to the nearest whole number) Let the sign of the number indicate whether you need to go long or short (long is positive, short is negative). Now suppose your boss asks about the sensitivity of this position to a change in volatility (imagine volatilities for all strikes move together). Which Greek do you calculate and what is the value of this Greek?