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Suppose you sell a $40-strike put with 91 days to expiration. What is the delta? If option is for 100 shares, what investments will be

Suppose you sell a $40-strike put with 91 days to expiration. What is the delta? If option is for 100 shares, what investments will be needed for a delta-hedged portfolio? What is the overnight profit/loss if the stock is $39 tomorrow? $40.50 tomorrow? Assume S = $40, r = 0 .08, Sigma = 0.3, Div. yield rate = 0.

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