## Comment on Greek Interactions

Hi Karthik,

Consider the article below http://www.theoptionsguide.com/delta.aspx. They said

“As volatility rises, the time value of the option goes up and this causes the delta of out-of-the-money options to increase and the delta of in-the-money options to decrease.”

From the graph in the article, the delta of ITM comes down (from 1 to 0.95) with increase in volatility.

Doesnt delta and volatility linearly related ? From the graph, ITM options delta is not linearly related to volatility. pls clarify