Comment on The Option Greeks (Delta) Part 1

Sudheer commented on 10 Oct 2016, 11:28 AM

Hi Karthik,
The content is very crisp and clear with very good examples and thank you for this work.I have one question over the Delta example you gave in the chapter.For the underlying movement of 100 delta of 0.05 and 0.2 will have increased premiums of 5 and 20.So I as as a Option call buyer will need to pay less premium in case of choosing the 0.05 delta right,but you have mentioned the 0.2 delta is better.Am I missing something.Please clarify..

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