Comment on Greek Interactions

Aishwarya commented on 23 Mar 2018, 09:42 PM

Hello Sir,
Sorry for troubling you with many questions.
In the graph, Delta vs IV, I am confused about few things.
When the delta increases, premium increases; when the volatility increases, the premium increases. But for the ITM options, when the volatility increases, delta seems to decrease (at the ends). So, for the increase in volatility, if delta decreases, does the premium tend to increase or decrease.

Thanks in advance Sir
Aishwarya

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