What does it mean to assert that the delta of a call option is 0.7? How can

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What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of a long position in each option is 0.7?

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Risk Management And Financial Institutions

ISBN: B008AUN1VW

1st Edition

Authors: John C Hull

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Question Posted: Jul 15, 2024 10:00 AM

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What does it mean to assert that the delta of a call option is 0.7? How can a short position in 1,000 options be made delta neutral when the delta of each option is 0.7?
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What does it mean to assert that the delta of a call option is 0.7? How can

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Risk Management And Financial Institutions

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