An option trader has a naked option position (recall the fou…
An option trader has a naked option position (recall the four naked option positions are long call, long put, short call, or short put) which has the following greeks: Γ = 0.010 ρ = -1.250 |Δ| (the absolute value of delta) = 0.80 Which position do they have? Hint, short option positions flip the sign of the greeks.