Comment on The Option Greeks (Delta) Part 1

Karthik Rangappa commented on 11 Jun 2017, 09:54 AM

Your understanding of delta values seems to be correct. However, the deltas itself change due to market forces which is captured by the B&S model. You can keep it simple by assuming that the deltas of each strike is more or less an outcome of what the B&S model throws up.

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