Comment on The Option Greeks (Delta) Part 1

Karthik Rangappa commented on 07 Apr 2018, 01:29 PM

Santosh, it works like this. For Call options – ITM – ATM – OTM. So all strike below ATM are ITM and all above are OTM. For Put options OTM – ATM – ITM. So all option strikes above ATM are ITM.

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