delta hedge fx spot

Discussion in 'Options' started by fxintruder, Feb 14, 2014.

  1. Good day,
    I'd like to know the size position in fx spot I need to sell/buy as to be delta neutral:
    Let'say I am delta long 0.853 with a straddle EUU (eurusd 50 contracts call and 50 puts).
    Or delta long 0.855 on YUK (usdjpy).
    Thank you