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gamma-neutral

  1. Nicole Seaman

    P1.T4.820. Delta- and gamma-neutral position; and the relationship between delta, theta, and gamma (Hull Ch.19)

    Learning objectives: Explain how to implement and maintain a delta-neutral and a gamma-neutral position. Describe the relationship between delta, theta, gamma, and vega. Questions: 820.1. Trader Joe (who is unrelated to the awesome grocery store!) takes a long position in 100 out-of-the-money...
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