Suppose you sell a 40 strike put with 91 days to expiration What is the delta If the opinion is on 100 shares, what investment is required for a delta hedged portfolio What is your overnight profit if the stock price tomorrow is $39 What if it is $40 50

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Suppose you sell a 40 strike put with 91 days to expiration  What is the delta  If the opinion is on 100 shares, what investment is required for a delta hedged portfolio  What is your overnight profit if the stock price tomorrow is $39  What if it is $40 50

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Question

Suppose you sell a 40-strike put with 91 days to expiration. What is the delta? If the opinion is on 100 shares, what investment is

Suppose you sell a 40-strike put with 91 days to expiration. What is the delta? If the opinion is on 100 shares, what investment is required for a delta-hedged portfolio? What is your overnight profit if the stock price tomorrow is $39? What if it is $40.50?

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