Using options algebra and x105 and s1120 find the portfolio
Using options algebra and x=105 and s1=120, find the portfolio of a long straddle. What is the position delta? (using position delta) what is the value of straddle after one day is apple rises by 2dollar. Only consider the position delta?
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using options algebra and x105 and s1120 find the portfolio of a long straddle what is the position delta using
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