Comment on The Option Greeks (Delta) Part 1

Karthik Rangappa commented on 22 Jul 2018, 09:27 AM

Glad to note that, Jyotsana. By the way, the way to determine the change in Delta is by calculating the change in Nifty points multiplied by the Delta….so in this case –

88*0.2 = 17.6.

If you are long Call, add the delta to the premium, if you are short call, deduct the delta from the premium. Do not consider the algebraic sign at the time of calculating the change in delta. Easier this way 🙂

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