A call option on an asset has a delta of 06 a trader has
A call option on an asset has a delta of 0.6. A trader has sold 1,000 options and wants to create a delta-neutral position.
1. Should the trader take a long or short position in the asset?
2. How many units of the asset should be bought or sold?
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a call option on an asset has a delta of 06 a trader has sold 1000 options and wants to create a delta-neutral
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