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  1. R

    Delta hedging two options

    Hi, @flex One option contract it includes package 100 shares. 10 contracts call option for 1000 shares and 20 contracts put option for 2000 shares. Should it be 15/15, equally?
  2. R

    Delta hedging two options

    Can i make this example based on this presentation? - https://www.slideserve.com/axl/case-hedging-examples As i have open positions it's after time more pay? I changed the parameters: Volume for the call option is 30 items, and put option 30 items. Price options it's for call option 7,35$, put...
  3. R

    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...
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