Hi, Quick question about hedging delta in a situation where options with varying expirations are being used to create a delta-neutral position: If you short some at-the-money calls (lets say 100 contracts) that expire in 9 months, and want to buy calls expiring in 6 months with the same strike price (at-the-money) to hedge delta, then how many calls do you buy? Is it 100? Or is it more than that, because you need to take into consideration the fact that, at the money, shorter time until expiration results in a smaller delta... meaning more 6 month calls would need to be bought to bring the net delta position to 0? I have a pretty good grasp of what it means to be delta neutral, but in a situation like this I'm really not sure. Thanks!