tomtom67 Posted May 7, 2020 Posted May 7, 2020 Hello everybody, I was not sure where to post this question so I ask on the general forum. I have a portfolio of options and equity and I would like to know my “total” exposure to a sector I would like to calculate the “direct” exposure of options in a portfolio. I was thinking converting my option into an equity like position like this: Delta * stock price * contract size * number of option bought So for example for an alphabet option for 2 options bought with a delta of 0.8 a contract size of 100 I would convert it to an "equity value of 0.8 * 1371 * 100 * 2 Thank you for your help Regards Quote
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.