【单选题】Assume S = $33.00, σ = 0.32 , r = 0.06, div = 0.01. You short 100 $35 strike puts at 68 days until expiration. Under a delta hedge position, what is your overnight profit/loss if the stock rises to $3...
【单选题】Assume S = $33.00, σ = 0.32 , r = 0.06, div = 0.01. You short 100 $35 strike calls at 68 days until expiration. Under a delta hedge position, what is your overnight profit/loss if the stock rises to $...