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You short 100x ATM straddles with 28 days left . Underlying at 1000 currently , with annual IV of $300. a. What is the delta

You short 100x ATM straddles with 28 days left . Underlying at 1000 currently , with annual IV of $300.

a. What is the delta and gamma value of the position? What is the one- day theta value for the position? If underlying goes down by $10 in one day, what is the delta/ gamma /theta PnL, as well as the total for the position ?

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