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Delta hedging two options
Hello, I'm from Poland, because sorry behind my english. I want to protect strangle strategy. The protection covers 3000 stocks. Volume for the call option is 10 items, and put option 20 items. Delta for the call option is 0,6198, put option -0,5591. Stock price during conclusion of the...- rejdi94
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- Forum: P1.T3. Financial Markets & Products