You just bought 5,000 shares of XYZ at \$37/share. You observe ATM Calls (100 shares)...
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You just bought 5,000 shares of XYZ at \$37/share. You observe ATM Calls (100 shares) selling for $12.57 with a delta equal to .76 and ATM Puts (100 shares) selling for 9.32 with a delta equal to 29. You could hedge your portfolio by w. Writing 66 Calls or buying 172 Puts buying 66 Calls or buying 172 Pute buying 66 Calls or writing 172 Puts Writing 66 Calls or writing 172 Puts
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