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Independent variables in the equity options pricing model

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Reference no: EM131074090

What are the independent variables in the equity options pricing model?

What is the most likely delta for an at-the-money call?

What is the most likely delta for an at-the-money put?

Why do some portfolio managers attempt to remain delta neutral?

Why do straddle writers attempt to remain delta neutral?

Reference no: EM131074090

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