Question 6 of 40

Derivatives & Risk
Options · Delta Hedging
Easy

Delta-Neutral Share Count

You are long 100 call option contracts. Each contract represents 100 shares and each option has delta 0.60. How many shares should you trade to become delta-neutral?

Quant interview-style problem · QS-T010

Think first. Use hints deliberately. Study the reasoning only when you need it.