Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. accounting
  3. if you have a stock option portfolio with a gamma

If you have a stock option portfolio with a gamma position of -10 and your...

50.1K

Verified Solution

Question

Accounting

If you have a stock option portfolio with a gamma position of -10 and your delta position is 200, what is your delta position when the portfolio rises from $100 to $101. Please enter your answer as a number with no decimal places or a dollar sign.

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

Using both the skew and kurtosis statistics and histograms, determine if there is a significant skew...

Basic Math
Q

1) A buffer solution contains 0.356 M ammonium chloride and 0.396 M ammonia. If 0.0550 moles of hydroiodic...

Chemistry
Q

Marcus has a balance of 2 800 on his credit card The credit card has...

Geometry
Q

We ve seen that as the sailboat logo is resized by dilation the line segments...

Geometry
Q

Listen A tree casts a shadow 8 feet long At the same time a person...

Basic Math
Q

b For a Function to be one to one it would have to cross the...

Basic Math
Q

The points F(1, 2), G(0, -3), H(5,-4), and I(6, 1) form a quadrilateral. Find the...

Basic Math
Q

Industrial Solutions, Inc. Activity Industrial Solutions, Inc., manufactures three types of containers a drum,...

Accounting
Q

QS 22-6 (Algo) Allocating costs to departments LO P2 Macee Store has three operating departments,...

Accounting
Q

"Capital" represents the financial structure of the organization. It is generally considered to be: Question...

Accounting
Q

Place the general sequence of steps of the audit process (shown below) in the correct...

Accounting
Q

1)How much must Killua deposit today in a bank account paying 11% of interest compounded...

Finance