Dube, the graph is correct. But please be noted that the X aixs is Moneyness but not the stock pice.
If changes as Stock price, the graph will change and you know that the Deltas will move in the same direction.
I recall few question, anyone can help to provide your thought
1. Ops gross loss, use what value for the counts. I choose replacement cost instead of book value
2. 4 million CVA maximum, i chose position 4.. seems to be easy [might be trapped]
3. change position, transfer USD800000 to other...
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