1. 

   Derrick Member

   Dear Sir,
   
   If possible can u please provide us a numerical example of delta hedging?
   
   Thank you very much

    

   Derrick, Sep 3, 2017

   #1
2. 

   Harashima Senju Ton up Member

   Suppose you have the following portfolio,
   

   • 1 short holding of a call option with delta 0.5
   • 1/2 long holding of a share with delta 1

   
   It follows that the delta of the portfolio is \(-1*0.5 + 1/2*1 = 0\)

    

   Harashima Senju, Sep 3, 2017

   #2

   Derrick likes this.

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