Portfolio Aggregate Delta Calculation - Quant Trader Interview Question
Difficulty: Medium
Category: Options & Greeks
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Topics: options, greeks, delta, portfolio-management
Problem Description
A portfolio contains the following positions:
- 200 call options with a delta of 0.6
- 150 put options with a delta of -0.4
- A short position of 50 shares of the underlying asset.
What is the portfolio's aggregate delta?
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