You are long 300 at-the-money calls on Stock ABC, each with a delta of $+ 0.54$ , and short 200 in-the-money calls on Stock XYZ, each with a delta of $+ 0.66$ . Which of the following statements is most accurate in this context?
A) The aggregate delta of your portfolio is $+ 294$ .
B) The aggregate delta of your portfolio is $+ 30$ .
C) The aggregate delta of your portfolio is $+ 60$ .
D) The notion of an "aggregate portfolio delta" is not meaningful in this setting.

Question

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The Answer of You are long 300 at-the-money calls on Stock ABC, each with a delta of $+ 0.54$ , and short 200 in-the-money calls on Stock XYZ, each with a delta of $+ 0.66$ . Which of the following statements is most accurate in this context?
A) The aggregate delta of your portfolio is $+ 294$ .
B) The aggregate delta of your portfolio is $+ 30$ .
C) The aggregate delta of your portfolio is $+ 60$ .
D) The notion of an "aggregate portfolio delta" is not meaningful in this setting.

You Are Long 300 At-The-Money Calls on Stock ABC, Each +0.54+ 0.54+0.54

You Are Long 300 At-The-Money Calls on Stock ABC, Each $+ 0.54$