1. To create a position long smile,I need:
A. buy calls strike 120%
B. buy puts 100%
C. buy puts 80%
2. I have bought a put and I have delta hedged. My position is:
- A. Gamma+ / Vega+ / Div+
- B. Gamma+ / Vega+ / Div-
- C. Gamma+ / Vega- / Div+
3.I buy a call ATM 3 month, sell a put ATM 6 month, I have already delta hedged and a dividend is predicted in 4 month, my position is:
- A. Gamma+ / Vega+ / Div+
- B. Gamma+ / Vega- / Div-
- C. Gamma+ / Vega- / Div+
4.If I predict that the market is going to be calm, I will:
A. buy options non delta hedged
B. sell options delta hedged
C. buy options delta hedged
跪谢!!