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Use one unit of call option A and X units of put option C to construct a delta-neutral option portfolio. What is X? Delta Gamma

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Use one unit of call option A and X units of put option C to construct a delta-neutral option portfolio. What is X?

Delta Gamma Vega Strike price Call option A 0.6 0.5 0.7 $100 Call option B 0.5 0.7 1.1 $200 Put option C -0.2 0.9 2.0 $100 Put option D -0.4 1.0 1.4 $200

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