calculating of delta neutral position

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fotr

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Hello,
how can I calculate delta neut. position when I want to have on one side equity option and on the other just equity
 
whats your IV expectation - high or low? it makes a big diff. to yur strat.
 
fotr said:
Hello,
how can I calculate delta neut. position when I want to have on one side equity option and on the other just equity
Click to expand...
Easy, Equity always has a delta of +1, add that to your option delta to give you your position delta.
 
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