Question 29 of 40

Derivatives & Risk
Options · Delta Hedging
Easy

Delta-Neutral Share Count, Second Instance

A call has delta 0.35. You are long 200 contracts, each representing 100 shares. How many shares should be traded to become delta-neutral?

Quant interview-style problem · QS-XNF019

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