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Un comerciante tiene la intencin de crear una cartera neutral delta. La composicin actual de la cartera es la siguiente: una posicin larga en opciones

Un comerciante tiene la intencin de crear una cartera neutral delta. La composicin actual de la cartera es la siguiente: una posicin larga en opciones de venta sobre 12.500 acciones con Delta-Put = 0,167; y una posicin larga en opciones de compra sobre 1.350 acciones con Delta-Call = 0,815. Cada contrato de opcin es para una accin. Suponiendo que el instrumento de cobertura es la opcin de compra, calcule el nmero de opciones de compra que se comprarn (+) o vendern (-).

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