How would you delta hedge a deeply "in-the-money" short put option?

Question

Options

• AGo short of the underlying commodity equal to 50% of the size of the option contract
• BGo long of the underlying commodity equal to 50% of the size of the option contract
• CGo long of the underlying commodity equal to more than 50% of the full size of the option contract
• DGo short of the underlying commodity equal to more than 5O% of the full size of the option contract

• A
  4% (1)
• B
  13% (3)
• C
  4% (1)
• D
  78% (18)

No community discussion yet for this question.