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The price of ABCD is $25. You establish the following position:~ Short 1 ABCD 25 Call @ 2~If the delta of the call is 0.50,
The price of ABCD is $25. You establish the following position:~ Short 1 ABCD 25 Call @ 2~If the delta of the call is 0.50, what would be the theoretical price of the option if ABCD increased by $1.00? A. $1.50 B. $2.50 C. $3.00 D. $4.00 $4.50
You have established the following position:~ Short 1 ABCD 320 put @ 6~If the delta of the put is 0.50 and the gamma is 0.03, what would the new delta be if ABCD decreases from 321 to 320? A. 0.47 B. 0.50 C. 0.53 D. 0.56 E. 0.60
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