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- 注册时间
- 2011-5-25
- 最后登录
- 2012-9-12
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| The delta of a call option should be the same whether you are long or short. If delta increases you would need less options to hedge your stock since a 1% increase in the stock will cause a greater change in the call then before. |
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发表于 2011-7-13 16:30
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