Shelley2019-05-05 00:04:34
Shelley老师您好，讲义105页中的“the value of the position will not change”是什么意思？ When the stock price decreases by a small amount, the value of the position will not change, but the delta will decrease. When the stock price increases by a small amount, the value of the position will not change, but the delta will increase.
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Chris Lan2019-05-05 20:21:36
Chris Lan同学你好，position就是头寸的意思，你可以理解为我组合的金额不变，或价值不变。
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