Comment on The Option Greeks (Delta) Part 1

ashok commented on 28 Dec 2015, 05:23 PM

hi karthik.
is there zany formula to calculate delta values?? or its consistent?
for EX
Nifty @ 10:55 AM is at 8288

Option Strike = 8250 Call Option

Premium = 133

Delta of the option = + 0.55

do this delta holds good in below case

Option Strike = 7900 Call Option
option spot = 7954
Premium = 36

whats delta value in above case and how do we derive it?
once again thanx for your patience for replying all quires

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