Comment on The Option Greeks (Delta) Part 1

Sidharth commented on 02 Oct 2018, 01:37 PM

HI Karthik

Can you please elaborate on why no, since your answer is open ended.

1. Say if “Call” Option x currently trading at 100 and underlying assest trading at 1000.

we have 10 lots of sell order at 105, 10 at 110, 20 at 120. Total 40 sell orders at different prices. No buy orders as of now.

Later some point one buyer ordered 40 buy order at market price, same time underlying asset price droping to 980. But no new sellers of option.

In this case, after executing all 40 orders, LTP is 120 right….

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