- Joined
- 9/29/09
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- 2
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- 11
Hello,
i have the following question:
how would you hedge an option book consisting out of a long exposure of 1 mill USD in at the money calls and a short exposure of 2 mill USD in deep out of the money puts ?
Many thanks for any discussion!
i have the following question:
how would you hedge an option book consisting out of a long exposure of 1 mill USD in at the money calls and a short exposure of 2 mill USD in deep out of the money puts ?
Many thanks for any discussion!
