Floating geometric shape image
Floating geometric shape image

Brainteaser iconEasy Hedge - Brainteaser

Back
Log in to bookmark brainteasers

Easy Hedge

Option Theory
Easy
Reported at: 1 firmFive Rings
You hold 100 call option contracts on a stock. Each contract controls 100 shares, and the option’s delta per share is 0.33. How many shares of the underlying should you buy or sell to delta-hedge the position?
Log in to keep track of your solved brainteasers