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Total Posts: 415
Joined: May 2012
Posted: 2018-07-17 18:13
Could someone suggest me books or papers containing tables with examples of how Synthetic LONG Calls change in price depending on their Options's Delta?

I am interested in the relationship between the P&L of the Future contract vs. the P&L of the Put option, for various Options Delta values, both during uptrends and downtrends.

Thanks guys.
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